|
•
|
μ is the Gaussian Process mean,
|
|
•
|
σ2 is the Gaussian Process variance,
|
|
•
|
|
•
|
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.