STK_EXAMPLE_KB10 Leave-one-out (LOO) cross validation This example demonstrate the use of Leave-one-out (LOO) cross-validation to produced goodness-of-fit graphical diagnostics. The dataset comes from the "borehole model" response function, evaluated without noise on a space-filling design of size 10 * DIM = 80. It is analyzed using a Gaussian process prior with unknown constant mean (with a uniform prior) and anisotropic stationary Matern covariance function (regularity 5/2; variance and range parameters estimated by restricted maximum likelihood). See also stk_predict_leaveoneout, stk_plot_predvsobs, stk_plot_histnormres
Package: stk