Package 'GaSP' reference manual

Title:	Train and Apply a Gaussian Stochastic Process Model
Description:	Train a Gaussian stochastic process model of an unknown function, possibly observed with error, via maximum likelihood or maximum a posteriori (MAP) estimation, run model diagnostics, and make predictions, following Sacks, J., Welch, W.J., Mitchell, T.J., and Wynn, H.P. (1989) "Design and Analysis of Computer Experiments", Statistical Science, <doi:10.1214/ss/1177012413>. Perform sensitivity analysis and visualize low-order effects, following Schonlau, M. and Welch, W.J. (2006), "Screening the Input Variables to a Computer Model Via Analysis of Variance and Visualization", <doi:10.1007/0-387-28014-6_14>.
Authors:	William J. Welch [aut, cre, cph] , Yilin Yang [aut]
Maintainer:	William J. Welch <[email protected]>
License:	GPL-3
Version:	1.0.6
Built:	2024-10-31 22:09:44 UTC
Source:	https://github.com/cran/GaSP

Data for the borehole function

Description

Training and test data for the borehole function; see source for background.

Usage

borehole
borehole

Format

A list with the following four data frames:

x: 8-dimensional input for 40 training runs.
y: Output (the flow) for the 40 training runs in x.
x_pred: 8-dimensional input for 1000 test runs at which to predict y.
y_true: Output for the 1000 runs in x_pred.

Source

https://www.sfu.ca/~ssurjano/borehole.html

Cross-validated predictions for a `GaSPModel` object.

Description

Compute leave-one-out cross-validated predictions for a GaSPModel object.

Usage

CrossValidate(GaSP_model)
CrossValidate(GaSP_model)

Arguments

GaSP_model

Object of class GaSPModel.

Value

A data frame with two columns: the cross-validated predictions Pred and their standard errors SE.

Note

RMSE computes the root mean squared error of the predictions. PlotPredictions and PlotResiduals plot the predictions or their residuals; PlotStdResiduals and PlotQQ plot the stanadardized residuals.

Examples


borehole_cv <- CrossValidate(borehole_fit)
borehole_cv <- CrossValidate(borehole_fit)

Describe the input variables.

Description

Describe the input variables to set up integration or summation ranges for Visualize.

Usage

DescribeX(
  x_names,
  x_min,
  x_max,
  support = NULL,
  num_levels = NULL,
  distribution = NULL
)
DescribeX(
  x_names,
  x_min,
  x_max,
  support = NULL,
  num_levels = NULL,
  distribution = NULL
)

Arguments

`x_names`	A vector of character strings containing the names of the input variables.
`x_min`, `x_max`	Vectors of the same length as `x_names` containing the minima and maxima, respectively, of the input variables.
`support`	Optional vector of character strings of the same length as `x_names`. Valid strings for a variable are: `"Continuous"` (continuous between the input's `x_min` and `x_max`); `"Fixed"` (the input's `x_min` must equal its `x_max`); and `"Grid"` (which requires the next argument).
`num_levels`	An optional vector of integers for the number of levels of each input; must be present if the `support` argument includes `"Grid"`. An input's number of levels is 0 if it is `"Continuous"`, 1 if it is `"Fixed"`, or $> 1$ if it is `"Grid"` to define an equally spaced grid inclusive of the input's `x_min` and `x_max`.
`distribution`	An optional vector of character strings of the same length as `x_names` to define the weight distributions of the input variables. Valid strings are `"Uniform"` or `"Normal"` (ignored for `"Fixed"` inputs).

Value

A data frame with the following columns: Variable (containing x_names), Min (containing x_min), and Max (containing x_max), plus the optional columns Support (from support), NumberLevels (from num_levels), and Distribution (from distribution).

Note

Does not check against GaSPModel and all characters are CASE SENSITIVE.

Examples

borehole_x_names <- colnames(borehole$x)
borehole_min <- c(0.05, 100.00, 63070.00, 990.00, 63.10, 700.00, 1120.00, 9855.00)
borehole_max <- c(0.15, 50000.00, 115600.00, 1110.00, 116.00, 820.00, 1680.00, 12045.00)
borehole_x_desc <- DescribeX(borehole_x_names, borehole_min, borehole_max)
borehole_x_names <- colnames(borehole$x)
borehole_min <- c(0.05, 100.00, 63070.00, 990.00, 63.10, 700.00, 1120.00, 9855.00)
borehole_max <- c(0.15, 50000.00, 115600.00, 1110.00, 116.00, 820.00, 1680.00, 12045.00)
borehole_x_desc <- DescribeX(borehole_x_names, borehole_min, borehole_max)

Fit a GaSP model.

Description

Fit (train) a GaSP model.

Usage

Fit(
  x,
  y,
  reg_model,
  sp_model = NULL,
  cor_family = c("PowerExponential", "Matern"),
  cor_par = data.frame(0),
  random_error = c(FALSE, TRUE),
  sp_var = -1,
  error_var = -1,
  nugget = 1e-09,
  tries = 10,
  seed = 500,
  fit_objective = c("Likelihood", "Posterior"),
  theta_standardized_min = 0,
  theta_standardized_max = .Machine$double.xmax,
  alpha_min = 0,
  alpha_max = 1,
  derivatives_min = 0,
  derivatives_max = 3,
  log_obj_tol = 1e-05,
  log_obj_diff = 0,
  lambda_prior = 0.1,
  model_comparison = c("Objective", "CV")
)
Fit(
  x,
  y,
  reg_model,
  sp_model = NULL,
  cor_family = c("PowerExponential", "Matern"),
  cor_par = data.frame(0),
  random_error = c(FALSE, TRUE),
  sp_var = -1,
  error_var = -1,
  nugget = 1e-09,
  tries = 10,
  seed = 500,
  fit_objective = c("Likelihood", "Posterior"),
  theta_standardized_min = 0,
  theta_standardized_max = .Machine$double.xmax,
  alpha_min = 0,
  alpha_max = 1,
  derivatives_min = 0,
  derivatives_max = 3,
  log_obj_tol = 1e-05,
  log_obj_diff = 0,
  lambda_prior = 0.1,
  model_comparison = c("Objective", "CV")
)

Arguments

`x`	A data frame containing the input (explanatory variable) training data.
`y`	A vector or a data frame with one column containing the output (response) training data.
`reg_model`	The regression model, specified as a formula, but note the left-hand side of the formula is unused; see example.
`sp_model`	An optional stochastic process model, specified as a formula, but note the left-hand side of the formula and the intercept are unused. The default `NULL` uses all column names in `x`.
`cor_family`	A character string specifying the (product, anisoptropic) correlation-function family: "PowerExponential" for the power-exponential family or "Matern" for the Matern family.
`cor_par`	An optional data frame containing the correlation parameters with one row per `sp_model` term and two columns set up as described in `GaSPModel` Details; only used to start the first objective optimization (see Details).
`random_error`	A boolean for the presence or not of a random (measurement, white-noise) error term.
`sp_var`, `error_var`	Starting values of the stochastic process and error variances for the first try to optimize the objective (see Details); valid (i.e., nonnegative) values will only be used if `random_error = TRUE`. The invalid default value of -1 indicates that a starting value will be chosen by `Fit`.
`nugget`	For numerical stability the proportion of the total variance due to random error is fixed at this value (`random_error = FALSE`) or bounded below by it (`random_error = TRUE`).
`tries`	Number of optimizations of the objective from different random starting points.
`seed`	The random-number seed to generate starting points.
`fit_objective`	The objective that `Fit` attempts to optimize: "Likelihood" (maximum likelihood estimation) or "Posterior" (Bayesian maximum a posteriori estimation).
`theta_standardized_min`, `theta_standardized_max`	The minimum and maximum of the standardized $\theta$ parameter (see Details).
`alpha_min`, `alpha_max`	The minimum and maximum of the $\alpha$ parameter of power-exponential.
`derivatives_min`, `derivatives_max`	The minimum and maximum of the $\delta$ parameter of Matern.
`log_obj_tol`	An absolute tolerance for terminating the optimization of the log of the objective.
`log_obj_diff`	The critical value for the change in the log objective for informal tests during optimization of correlation parameters. No testing is done with the default of 0; a larger critical value such as 2 may give a more parsimonious model.
`lambda_prior`	The rate parameter of an exponential prior for each $\theta$ parameter; used only if `fit_objective = "Posterior"`.
`model_comparison`	The criterion used to select from multiple solutions when `tries` $> 1$ : the objective function ("Objective") or leave-one-out cross validation ("CV").

Details

Fit numerically optimizes the profile objective function with respect to the correlation parameters; the mean and overall variance parameters are estimated in closed form given the correlation parameters.

A cor_par data frame supplied by the user is the starting point for the first optimization try. If random_error = TRUE, then sp_var / (sp_var + error_var) is another correlation parameter to be optimized; sp_var and error_var values supplied by the user will initialize this parameter for the first try.

Set random_error = TRUE to estimate the variance of the random (measurement, white-noise) error; a small nugget error variance is for numerical stability.

For term $j$ in the stochastic-process model, the estimate of $\theta_j$ is constrained between theta_standardized_min / $r_j^2$ and theta_standardized_max / $r_j^2$ , where $r_j$ is the range of term $j$ . Note that Fit returns unscaled estimates relating to the original, unscaled inputs.

Value

A GaSPModel object, which is a list with the following components:

`x`	The data frame containing the input training data.
`y`	The training output data, now as a vector.
`reg_model`	The regression model, now in the form of a data frame.
`sp_model`	The stochastic process model, now in the form of a data frame.
`cor_family`	The correlation family.
`cor_par`	A data frame for the estimated correlation parameters.
`random_error`	The boolean for the presence or not of a random error term.
`sp_var`	The estimated stochastic process variance.
`error_var`	The estimated random error variance.
`beta`	A data frame holding the estimated regression-model parameters.
`objective`	The maximum value found for the objective function: the log likelihood (fit_objective = "Likelihood") or the log posterior (fit_objective = "Posterior").
`cond_num`	The condition number.
`CVRMSE`	The leave-one-out cross-validation root mean squared error.

References

Sacks, J., Welch, W.J., Mitchell, T.J., and Wynn, H.P. (1989) "Design and Analysis of Computer Experiments", Statistical Science, 4, pp. 409-423, doi:10.1214/ss/1177012413.

Examples

x <- borehole$x
y <- borehole$y
borehole_fit <- Fit(
  reg_model = ~1, x = x, y = y, cor_family = "Matern",
  random_error = FALSE, nugget = 0, fit_objective = "Posterior"
)
x <- borehole$x
y <- borehole$y
borehole_fit <- Fit(
  reg_model = ~1, x = x, y = y, cor_family = "Matern",
  random_error = FALSE, nugget = 0, fit_objective = "Posterior"
)

Create a `GaSPModel` object.

Description

Return a template for a GaSPModel object.

Usage

GaSPModel(
  x,
  y,
  reg_model,
  sp_model = NULL,
  cor_family = c("PowerExponential", "Matern"),
  cor_par,
  random_error = c(FALSE, TRUE),
  sp_var,
  error_var = 0
)
GaSPModel(
  x,
  y,
  reg_model,
  sp_model = NULL,
  cor_family = c("PowerExponential", "Matern"),
  cor_par,
  random_error = c(FALSE, TRUE),
  sp_var,
  error_var = 0
)

Arguments

`x`	A data frame containing the input (explanatory variable) training data.
`y`	A vector or a data frame with one column containing the output (response) training data.
`reg_model`	The regression model, specified as a formula, but note the left-hand side of the formula is unused; see example.
`sp_model`	An optional stochastic process model, specified as a formula, but note the left-hand side of the formula and the intercept are unused. The default `NULL` uses all column names in `x`.
`cor_family`	A character string specifying the (product, anisoptropic) correlation-function family: "PowerExponential" for the power-exponential family or "Matern" for the Matern family.
`cor_par`	A data frame containing the correlation parameters with one row per `sp_model` term and two columns (see Details).
`random_error`	A boolean for the presence or not of a random (measurement, white-noise) error term.
`sp_var`	The stochastic process variance.
`error_var`	The random error variance, with default 0.

Details

The data frame cor_par contains one row for each term in the stochastic process model. There are two columns. The first is named Theta, and the second is either Alpha (power-exponential) or Derivatives (Matern). Let $h_j$ be a distance between points for term $j$ in the stochastic-process model. For power-exponential, the contribution to the product correlation from term $j$ depends on a distance-scale parameter $\theta_j$ from the Theta column and a smoothness parameter $\alpha_j$ from the Alpha column; the contribution is $exp(-\theta_j h_j^{2 - \alpha_j})$ . For example, $\alpha_j = 0$ gives the squared-exponential (Gaussian) correlation. The contribution to the product correlation for Matern also depends on $\theta_j$ , and the second parameter is the number of derivatives $\delta_j = 0, 1, 2, 3$ from the Derivatives column. The contribution is $exp(-\theta_j h_j)$ for $\delta_j = 0$ (the exponential correlation), $exp(-\theta_j h_j) (\theta_j h_j + 1)$ for $\delta_j = 1$ , $exp(-\theta_j h_j) ((\theta_j h_j)^2 / 3 + \theta_j h_j + 1)$ for $\delta_j = 2$ , and $exp(-\theta_j h_j^2)$ for $\delta_j = 3$ (the squared-exponential correlation). Note that $\delta_j = 3$ codes for a limiting infinite number of derivatives. This is not the usual parameterization of the Matern, but it is consistent with power-exponential for the exponential and squared-exponential special cases common to both.

A value should be given to error_var if the model has a random-error term (random_error = TRUE), and a small "nugget" such as $10^{-9}$ may be needed for improved numerical conditioning.

Value

A GaSPModel object, which is a list with the following components:

`x`	The data frame containing the input training data.
`y`	The training output data, now as a vector.
`reg_model`	The regression model, now in the form of a data frame.
`sp_model`	The stochastic process model, now in the form of a data frame.
`cor_family`	The correlation family.
`cor_par`	The data frame containing the correlation parameters.
`random_error`	The boolean for the presence or not of a random error term.
`sp_var`	The stochastic process variance.
`error_var`	The random error variance.
`beta`	A placeholder for a data frame to hold the regression-model parameters.
`objective`	A placeholder for the maximum fit objective.
`cond_num`	A placeholder for the condition number.
`CVRMSE`	A placeholder for the model's cross-validated root mean squared error.

Note

This function does not excecute Fit and is intended for CrossValidate, Predict and Visualize with models trained otherwise by the user. Placeholders do not need to be specified to excecute these further functions, as they are always recomputed as needed.

References

Sacks, J., Welch, W.J., Mitchell, T.J., and Wynn, H.P. (1989) "Design and Analysis of Computer Experiments", Statistical Science, 4, pp. 409-423, doi:10.1214/ss/1177012413.

Examples

x <- borehole$x
y <- borehole$y
theta <- c(
  5.767699e+01, 0.000000e+00, 0.000000e+00, 1.433571e-06,
  0.000000e+00, 2.366557e-06, 1.695619e-07, 2.454376e-09
)
alpha <- c(
  1.110223e-16, 0.000000e+00, 0.000000e+00, 0.000000e+00,
  0.000000e+00, 0.000000e+00, 2.494862e-03, 0.000000e+00
)
cor_par <- data.frame(Theta = theta, Alpha = alpha)
rownames(cor_par) <- colnames(borehole$x)
sp_var <- 38783.7
borehole_gasp <- GaSPModel(
  x = borehole$x, y = borehole$y,
  reg_model = ~1, cor_family = "PowerExponential",
  cor_par = cor_par, random_error = FALSE,
  sp_var = sp_var
)
x <- borehole$x
y <- borehole$y
theta <- c(
  5.767699e+01, 0.000000e+00, 0.000000e+00, 1.433571e-06,
  0.000000e+00, 2.366557e-06, 1.695619e-07, 2.454376e-09
)
alpha <- c(
  1.110223e-16, 0.000000e+00, 0.000000e+00, 0.000000e+00,
  0.000000e+00, 0.000000e+00, 2.494862e-03, 0.000000e+00
)
cor_par <- data.frame(Theta = theta, Alpha = alpha)
rownames(cor_par) <- colnames(borehole$x)
sp_var <- 38783.7
borehole_gasp <- GaSPModel(
  x = borehole$x, y = borehole$y,
  reg_model = ~1, cor_family = "PowerExponential",
  cor_par = cor_par, random_error = FALSE,
  sp_var = sp_var
)

Execute `PlotPredictions`, `PlotResiduals`, `PlotStdResiduals`, `PlotMainEffects`, and `PlotJointEffects`.

Description

Execute PlotPredictions, PlotResiduals and PlotStdResiduals (all applied to cross validation only), PlotMainEffects, and PlotJointEffects.

Usage

PlotAll(
  GaSP_model,
  cross_validation,
  visualization,
  y_name = "y",
  y_units = "",
  x_units = NULL,
  se_plot = TRUE,
  y_values = NULL,
  se_values = NULL,
  pch = 1
)
PlotAll(
  GaSP_model,
  cross_validation,
  visualization,
  y_name = "y",
  y_units = "",
  x_units = NULL,
  se_plot = TRUE,
  y_values = NULL,
  se_values = NULL,
  pch = 1
)

Arguments

`GaSP_model`	Object of class `GaSPModel`, the entire model will be verified but only `x` and `y` will be used.
`cross_validation`	A data frame returned by `CrossValidate`.
`visualization`	A list object returned by `Visualize`.
`y_name`	An optional character string containing the output variable name (for labels).
`y_units`	An optional character string containing the units of the output variable (for labels).
`x_units`	An optional vector of character strings containing the units of the input variables (for labels).
`se_plot`	An optional boolean indicating whether to make standard-error contour plots.
`y_values`	An optional vector of contour values for the estimated joint effects.
`se_values`	An optional vector of contour values for the standard errors.
`pch`	Plotting symbol for `plot`; default is open circle.

Value

No return value, generates plots.

Examples


PlotAll(borehole_fit, borehole_cv, borehole_vis)
PlotAll(borehole_fit, borehole_cv, borehole_vis)

Plot the estimated joint effects.

Description

Plot the estimated joint effects.

Usage

PlotJointEffects(
  joint_effect,
  anova_percent,
  x_units = NULL,
  y_name = "y",
  y_units = "",
  se_plot = TRUE,
  y_values = NULL,
  se_values = NULL
)
PlotJointEffects(
  joint_effect,
  anova_percent,
  x_units = NULL,
  y_name = "y",
  y_units = "",
  se_plot = TRUE,
  y_values = NULL,
  se_values = NULL
)

Arguments

`joint_effect`	A data frame from `Visualize` with plotting coordinates for the estimated joint effects.
`anova_percent`	A data frame from `Visualize of ANOVA percentages`.
`x_units`	An optional vector of character strings containing the units of the input variables (for labels).
`y_name`	An optional character string containing the output variable name (for labels).
`y_units`	An optional character string containing the units of the output variable (for labels).
`se_plot`	An optional boolean indicating whether to make standard-error contour plots.
`y_values`	An optional vector of contour values for the estimated joint effects.
`se_values`	An optional vector of contour values for the standard errors.

Details

Plots are sent to the active device.

Value

No return value, generates plots.

Examples


PlotJointEffects(borehole_vis$joint_effect, borehole_vis$anova_percent)
PlotJointEffects(borehole_vis$joint_effect, borehole_vis$anova_percent)

Plot the estimated main effects.

Description

Plot the estimated main effects.

Usage

PlotMainEffects(
  main_effect,
  anova_percent,
  x_units = NULL,
  y_name = "y",
  y_units = ""
)
PlotMainEffects(
  main_effect,
  anova_percent,
  x_units = NULL,
  y_name = "y",
  y_units = ""
)

Arguments

`main_effect`	A data frame from `Visualize` with plotting coordinates for the estimated main effects.
`anova_percent`	A data frame from `Visualize of ANOVA percentages`.
`x_units`	An optional vector of character strings containing the units of the input variables (for labels).
`y_name`	An optional character string containing the output variable name (for labels).
`y_units`	An optional character string containing the units of the output variable (for labels).

Details

Plots are sent to the active device. Each plot shows an estimated main effect (red solid line) and pointwise approximate 95% confidence limits (green dashed line).

Value

No return value, generates plots.

Examples


PlotMainEffects(borehole_vis$main_effect, borehole_vis$anova_percent)
PlotMainEffects(borehole_vis$main_effect, borehole_vis$anova_percent)

Plot true versus predicted output.

Description

Plot true versus predicted output (response) made by Predict or CrossValidate.

Usage

PlotPredictions(
  y_pred,
  y,
  y_name = "y",
  y_units = "",
  title = c("Predict", "CrossValidate"),
  pch = 1
)
PlotPredictions(
  y_pred,
  y,
  y_name = "y",
  y_units = "",
  title = c("Predict", "CrossValidate"),
  pch = 1
)

Arguments

`y_pred`	A data frame of predicted output values made by `Predict` or `CrossValidate`.
`y`	A vector of length equal to the number of rows in `y_pred` containing the true output values.
`y_name`	An optional character string containing the output variable name (for labels).
`y_units`	An optional character string constaining the units of the output variable (for labels).
`title`	A character string for the name of the function generating the predictions (for an appropriate title): "Predict" from `Predict` or "CrossValidate" from `CrossValidate`; "" for no title.
`pch`	Plotting symbol for `plot`; default is open circle.

Value

No return value, generates plots.

Examples


PlotPredictions(borehole_cv, y, title = "CrossValidate")

PlotPredictions(borehole_pred$y_pred, borehole$y_true, title = "Predict")
PlotPredictions(borehole_cv, y, title = "CrossValidate")

PlotPredictions(borehole_pred$y_pred, borehole$y_true, title = "Predict")

Normal quantile-quantile (Q-Q) plot.

Description

Normal quantile-quantile (Q-Q) plot of the standardized residuals of predictions from Predict or CrossValidate.

Usage

PlotQQ(y_pred, y, y_name = "y")
PlotQQ(y_pred, y, y_name = "y")

Arguments

`y_pred`	A data frame of predicted output values made by `Predict` or `CrossValidate`.
`y`	A vector of length equal to the number of rows in `y_pred` containing the true output values.
`y_name`	An optional character string containing the output variable name (for labels).

Value

No return value, generates plots.

Examples


PlotQQ(borehole_cv, y)
PlotQQ(borehole_cv, y)

Plot residuals versus each input variable.

Description

Plot residuals versus each input variable.

Usage

PlotResiduals(
  x,
  y_pred,
  y,
  x_units = NULL,
  y_name = "y",
  y_units = "",
  pch = 1
)
PlotResiduals(
  x,
  y_pred,
  y,
  x_units = NULL,
  y_name = "y",
  y_units = "",
  pch = 1
)

Arguments

`x`	A data frame with number of rows equal to the number of rows in `y_pred` containing the input (explanatory) variables.
`y_pred`	A data frame of predicted output values made by `Predict` or `CrossValidate`.
`y`	A vector of length equal to the number of rows in `y_pred` containing the true output values.
`x_units`	An optional vector of character strings containing the units of the input variables in `x` (for labels).
`y_name`	An optional character string containing the output variable name (for labels).
`y_units`	An optional character string constaining the units of the output variable (for labels).
`pch`	Plotting symbol for `plot`; default is open circle.

Value

No return value, generates plots.

Examples


PlotResiduals(x, borehole_cv, y)
PlotResiduals(x, borehole_cv, y)

Plot standardized residuals versus predictions.

Description

Plot standardized residuals versus predictions made by Predict or CrossValidate.

Usage

PlotStdResiduals(
  y_pred,
  y,
  y_name = "y",
  y_units = "",
  title = c("Predict", "CrossValidate"),
  pch = 1
)
PlotStdResiduals(
  y_pred,
  y,
  y_name = "y",
  y_units = "",
  title = c("Predict", "CrossValidate"),
  pch = 1
)

Arguments

`y_pred`	A data frame of predicted output values made by `Predict` or `CrossValidate`.
`y`	A vector of length equal to the number of rows in `y_pred` containing the true output values.
`y_name`	An optional character string containing the output variable name (for labels).
`y_units`	An optional character string constaining the units of the output variable (for labels).
`title`	A character string for the name of the function generating the predictions (for an appropriate title): "Predict" from `Predict` or "CrossValidate" from `CrossValidate`; "" for no title.
`pch`	Plotting symbol for `plot`; default is open circle.

Value

No return value, generates plots.

Examples


PlotStdResiduals(borehole_cv, y, title = "CrossValidate")
PlotStdResiduals(borehole_cv, y, title = "CrossValidate")

Predict from a `GaSPModel` object.

Description

Predict from a GaSPModel object.

Usage

Predict(GaSP_model, x_pred, generate_coefficients = c(FALSE, TRUE))
Predict(GaSP_model, x_pred, generate_coefficients = c(FALSE, TRUE))

Arguments

`GaSP_model`	Object of class `GaSPModel`.
`x_pred`	A data frame containing the values of the input variables at which to predict the output.
`generate_coefficients`	A boolean indicating whether coefficients for further external predictions are generated.

Value

A list with the following elements:

`y_pred`	A data frame with two columns: the predictions `Pred` and their standard errors `SE`.
`pred_coeffs`	A vector of coefficients for further predictions; `NULL` if `generate_coefficients` is `FALSE`.

Note

The vector of prediction coefficients in pred_coeffs can be used as follows. Let $c$ denote the coefficients and let $r$ denote a vector with element $i$ containing the correlation between the output at a given new point and the output at training point $i$ . Then the prediction for the output at the new point is the dot product of $c$ and $r$ .

Examples



borehole_pred <- Predict(
  GaSP_model = borehole_fit,
  x_pred = borehole$x_pred,
  generate_coefficients = TRUE
)
borehole_pred <- Predict(
  GaSP_model = borehole_fit,
  x_pred = borehole$x_pred,
  generate_coefficients = TRUE
)

Calculate the root mean squared error (RMSE) of prediction

Description

Calculate the root mean squared error (RMSE) of prediction

Usage

RMSE(y_pred, y_true, normalized = FALSE)
RMSE(y_pred, y_true, normalized = FALSE)

Arguments

`y_pred`	A vector of predicted output values.
`y_true`	A vector of true output values.
`normalized`	An optional boolean: if `TRUE`, the RMSE is normalized by dividing it by the standard deviation of `y_true`.

Value

The RMSE or normalized RMSE.

Examples


RMSE(borehole_pred$y_pred$Pred, borehole$y_true)

RMSE(borehole_cv$Pred, y)
RMSE(borehole_pred$y_pred$Pred, borehole$y_true)

RMSE(borehole_cv$Pred, y)

Visualize a `GaSPModel` object.

Description

Carry out a functional analysis of variance (ANOVA) of a GaSPModel object and generate plotting coordinates for its estimated main and 2-input joint effects.

Usage

Visualize(GaSP_model, x_description, main_percent = 0, interaction_percent = 0)
Visualize(GaSP_model, x_description, main_percent = 0, interaction_percent = 0)

Arguments

`GaSP_model`	Object of class `GaSPModel`.
`x_description`	A data frame describing the input variables. See `DescribeX`.
`main_percent`	An optional minimum percentage of variation explained by an input's main effect to return the effect's plotting coordinates; the default of zero gives plotting coordinates for all inputs.
`interaction_percent`	An optional minimum percentage of variation explained by the interaction effect of a pair of inputs to return the plotting coordinates for their joint effect (main effects plus interaction effect); the default of zero gives plotting coordinates for all pairs of inputs.

Details

If there are many inputs, to avoid excessive plotting of many trivial joint effects set interaction_percent = 1 say.

Value

A list with the following elements:

`anova_percent`	A data frame containing the ANOVA percentages for all main effects and 2-input interaction effects.
`main_effect`	A data frame with plotting coordinates for the estimated main effects.
`joint_effect`	A data frame with plotting coordinates for the estimated 2-input joint effects.
`total_percent`	Total percentage of the prediction variation accounted for by all main effects and 2-input interaction effects.
`average`	Overall average of the prediction function, averaged with respect to all inputs.
`SE_average`	Standard error of the overall average.

References

Schonlau, M. and Welch, W.J. (2006), "Screening the Input Variables to a Computer Model Via Analysis of Variance and Visualization", in Screening: Methods for Experimentation in Industry, Drug Discovery, and Genetics, Dean. A. and Lewis, S., eds., pp. 308-327, Springer, New York, doi:10.1007/0-387-28014-6_14.

Examples


borehole_vis <- Visualize(borehole_fit, borehole_x_desc)
borehole_vis <- Visualize(borehole_fit, borehole_x_desc)

Package 'GaSP'

Help Index

Data for the borehole function

Description

Usage

Format

Source

Cross-validated predictions for a GaSPModel object.

Description

Usage

Arguments

Value

Note

Examples

Describe the input variables.

Description

Usage

Arguments

Value

Note

Examples

Fit a GaSP model.

Description

Usage

Arguments

Details

Value

References

Examples

Create a GaSPModel object.

Description

Usage

Arguments

Details

Value

Note

References

Examples

Execute PlotPredictions, PlotResiduals, PlotStdResiduals, PlotMainEffects, and PlotJointEffects.

Description

Usage

Arguments

Value

Examples

Plot the estimated joint effects.

Description

Usage

Arguments

Details

Value

Examples

Plot the estimated main effects.

Description

Usage

Arguments

Details

Value

Examples

Plot true versus predicted output.

Description

Usage

Arguments

Value

Examples

Normal quantile-quantile (Q-Q) plot.

Description

Usage

Arguments

Value

Examples

Plot residuals versus each input variable.

Description

Usage

Arguments

Value

Examples

Plot standardized residuals versus predictions.

Description

Usage

Arguments

Cross-validated predictions for a `GaSPModel` object.

Create a `GaSPModel` object.

Execute `PlotPredictions`, `PlotResiduals`, `PlotStdResiduals`, `PlotMainEffects`, and `PlotJointEffects`.

Predict from a `GaSPModel` object.

Visualize a `GaSPModel` object.