STK: a Small (Matlab/Octave) Toolbox for Kriging
 STK_PARAM_LOOMSE computes the Leave-One-Out criterion of a model given data

 CALL: [C, COVPARAM_DIFF, LNV_DIFF] = stk_param_loomse (MODEL, XI, ZI)

   computes the value C of the leave-one-out mean square error criterion for
   the MODEL given the data (XI, ZI).

 CALL: [C, COVPARAM_DIFF, LNV_DIFF] = stk_param_loomse (MODEL, XI, ZI)

   also returns the gradient COVPARAM_DIFF of C with respect to the parameters
   of the covariance function, and its derivative LNV_DIFF with respect to the
   logarithm of the noise variance.

 REFERENCE

   [1] Francois Bachoc. Estimation parametrique de la fonction de covariance
       dans le modele de krigeage par processus gaussiens: application a la
       quantification des incertitudes en simulation numerique.
       PhD thesis, Paris 7, 2013. http://www.theses.fr/2013PA077111

 See also: stk_predict_leaveoneout, stk_param_relik