R: Leave-one-out least square criterion - Analytical gradient

leaveOneOutGrad {DiceKriging} | R Documentation

## Leave-one-out least square criterion - Analytical gradient

### Description

Returns the analytical gradient of `leaveOneOutFun`.

### Usage

    leaveOneOutGrad(param, model, envir)

### Arguments

`param` | a vector containing the optimization variables.
`model` | an object of class `km`.
`envir` | an environment specifying where to get intermediate values calculated in `leaveOneOutFun`.

### Value

the gradient of `leaveOneOutFun` at `param`.

### 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

`leaveOneOutFun`

[Package DiceKriging version 1.6.0 Index]