Publication date: 08/13/2020

The model parameters are fit via maximum likelihood. The fitted parameters are provided in the platform report. The parameters are as follows:

• μ is the Gaussian Process mean,

• σ2 is the Gaussian Process variance,

• Theta corresponds to the values of θk in the definition of R.

• The off-diagonals of the categorical input correlation matrices correspond to the values of τpij in the definition of R.

Note: If your report contains the note Nugget parameters set to avoid singular variance matrix, JMP has added a ridge parameter to the variance matrix so that it is invertible.

Want more information? Have questions? Get answers in the JMP User Community (community.jmp.com).

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