Class: RegressionGP
Compute post-fit statistics for the exact Gaussian process regression model
loores = postFitStatistics(gprMdl)
[loores,neff] = postFitStatistics(gprMdl)
loores = postFitStatistics(gprMdl)
returns
the leave-one-out residuals, loores
, for the
trained Gaussian process regression (GPR) model.
[loores,neff] = postFitStatistics(gprMdl)
also
returns the number of effective parameters, neff
.
You can only compute the post-fit statistics when PredictMethod
is 'exact'
.
If FitMethod
is 'exact'
,
then postFitStatistics
accounts for the fact
that the fixed basis function coefficients are estimated from the
data.
If FitMethod
is
different than 'exact'
, then postFitStatistics
treats
the fixed basis function coefficients as known.
For all PredictMethod
and FitMethod
options, postFitStatistics
treats
the estimated kernel parameters and noise standard deviation as known.