Modeling and Multivariate Methods - SAS

Chapter 11 Modeling Relationships With Gaussian Processes 295
Launching the Platform
Launching the Platform
To launch the Gaussian Process platform, choose Analyze > Modeling > Gaussian Process from the main
menu bar. Here, we illustrate the platform with 2D Gaussian Process Example.jmp data set, found in the
Sample Data folder.
Figure 11.2 Gaussian Process Launch Dialog
The launch dialog has the following options:
Estimate Nugget Parameter introduces a ridge parameter into the estimation procedure. This is useful
if there is noise or randomness in the response, and you would like the prediction model to smooth over
the noise instead of perfectly interpolating.
Correlation Type lets you choose the correlation structure used in the model. The platform fits a spatial
correlation model to the data, where the correlation of the response between two observations decreases
as the values of the independent variables become more distant.
Gaussian restricts the correlation between two points to always be non-zero, no matter the distance
between the points.
Cubic lets the correlation between two points to be zero for points far enough appart. This method can
be considered a generalization of a cubic spline.
Minimum Theta Value lets you set the minimum theta value used in the fitted model. The default is 0.
The theta values are analogous to a slope parameter in regular regression models. If a theta value is 0 in
the fitted model, then that X variable has no influence on the predicted values.
In this example, we are interested in finding the explanatory power of the two x-variables (X1 and X2) on Y.
A plot of X1 and X2 shows their even dispersal in the factor space.