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kergp (version 0.5.7)

plot.gp: Diagnostic Plot for the Validation of a gp Object

Description

Three plots are currently available, based on the influence results: one plot of fitted values against response values, one plot of standardized residuals, and one qqplot of standardized residuals.

Usage

# S3 method for gp
plot(x, y, kriging.type = "UK",
    trend.reestim = TRUE, which = 1:3, ...)

Value

A list composed of the following elements where n is the total number of observations.

mean

A vector of length n. The \(i\)-th element is the kriging mean (including the trend) at the \(i\)-th observation number when removing it from the learning set.

sd

A vector of length n. The \(i\)-th element is the kriging standard deviation at the \(i\)-th observation number when removing it from the learning set.

Arguments

x

An object with S3 class "gp".

y

Not used.

kriging.type

Optional character string corresponding to the GP "kriging" family, to be chosen between simple kriging ("SK") or universal kriging ("UK").

trend.reestim

Should the trend be re-estimated when removing an observation? Default to TRUE.

which

A subset of \(\{1, 2, 3\}\) indicating which figures to plot (see Description above). Default is 1:3 (all figures).

...

No other argument for this method.

Warning

Only trend parameters are re-estimated when removing one observation. When the number \(n\) of observations is small, re-estimated values can substantially differ from those obtained with the whole learning set.

Details

The standardized residuals are defined by \([y(\mathbf{x}_i) - \widehat{y}_{-i}(\mathbf{x}_i)] / \widehat{\sigma}_{-i}(\mathbf{x}_i)\), where \(y(\mathbf{x}_i)\) is the response at the location \(\mathbf{x}_i\), \(\widehat{y}_{-i}(\mathbf{x}_i)\) is the fitted value when the \(i\)-th observation is omitted (see influence.gp), and \(\widehat{\sigma}_{-i}(\mathbf{x}_i)\) is the corresponding kriging standard deviation.

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.

N.A.C. Cressie (1993), Statistics for spatial data. Wiley series in probability and mathematical statistics.

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

J.D. Martin and T.W. Simpson (2005), "Use of kriging models to approximate deterministic computer models". AIAA Journal, 43 no. 4, 853-863.

M. Schonlau (1997), Computer experiments and global optimization. Ph.D. thesis, University of Waterloo.

See Also

predict.gp and influence.gp, the predict and influence methods for "gp".