Returns the analytical gradient of leaveOneOutFun
.
leaveOneOutGrad(param, model, envir)
a vector containing the optimization variables.
an object of class km
.
an environment specifying where to get intermediate values calculated in leaveOneOutFun
.
the gradient of leaveOneOutFun
at param
.
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.