R: Leave-one-out least square criterion of a km object

leaveOneOutFun {DiceKriging} | R Documentation

## Leave-one-out least square criterion of a km object

### Description

Returns the mean of the squared leave-one-out errors, computed with Dubrule's formula.

### Usage

    leaveOneOutFun(param, model, envir = NULL)

### Arguments

`param` | a vector containing the optimization variables.
`model` | an object of class `km`.
`envir` | an optional environment specifying where to assign intermediate values for future gradient calculations. Default is NULL.

### Value

The mean of the squared leave-one-out errors.

### Note

At this stage, only the standard case has been implemented: no nugget effect, no observation noise.

### Author(s)

O. Roustant, Ecole des Mines de St-Etienne

### References

F. Bachoc (2013), Cross Validation and Maximum Likelihood estimations of hyper-parameters of Gaussian processes with model misspecification. Computational Statistics and Data Analysis, 66, 55-69. http://www.lpma.math.upmc.fr/pageperso/bachoc/publications.html

O. Dubrule (1983), Cross validation of Kriging in a unique neighborhood. Mathematical Geology, 15, 687-699.

### See Also

`leaveOneOut.km`, `leaveOneOutGrad`

[Package DiceKriging version 1.5.8 Index]