predict.hetTP {hetGP}

Student-t process predictions using a heterogeneous noise TP object (of class hetTP)

Description

Student-t process predictions using a heterogeneous noise TP object (of class hetTP)

Usage

## S3 method for class 'hetTP'
predict(object, x, noise.var = FALSE, xprime = NULL, nugs.only = FALSE, ...)

Arguments

object

an object of class hetTP; e.g., as returned by mleHetTP

x

matrix of designs locations to predict at

noise.var

should the variance of the latent variance process be returned?

xprime

optional second matrix of predictive locations to obtain the predictive covariance matrix between x and xprime

nugs.only

if TRUE, only return noise variance prediction

...

no other argument for this method.

Details

The full predictive variance corresponds to the sum of sd2 and nugs.

Value

list with elements

• mean: kriging mean;

• sd2: kriging variance (filtered, e.g. without the nugget values)

• nugs: noise variance

• sd2_var: (optional) kriging variance of the noise process (i.e., on log-variances if logN = TRUE)

• cov: (optional) predictive covariance matrix between x and xprime