estimate_noise_nn {GPCERF} | R Documentation |
Estimates the standard deviations of the nugget term (noise) in nnGP by calculating the standard deviations of the residuals.
estimate_noise_nn(
hyperparam,
w_obs,
GPS_obs,
y_obs,
n_neighbor,
nthread,
kernel_fn = function(x) exp(-x^2)
)
hyperparam |
A vector of hyper-parameter values. |
w_obs |
A vector of observed exposure levels. |
GPS_obs |
A vector of estimated GPS evaluated at the observed exposure levels. |
y_obs |
A vector of observed outcomes. |
n_neighbor |
A number of nearest neighbors on one side. |
nthread |
A number of cores used in the estimation. |
kernel_fn |
The covariance function of the GP. |
A scalar of estimated standard deviation of the nugget term in nnGP.