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MuFiCokriging (version 1.2)

kmCok: Construction of kriging models included in Multi-Fidelity cokriging models

Description

An internal function used to build kriging models included in the multi-fidelity cokriging models.

Usage

kmCok( formula = ~1, design, response, formula.rho = ~1, Z = NULL, covtype = "matern5_2", coef.trend = NULL, coef.cov = NULL, coef.var = NULL, nugget = NULL, nugget.estim = FALSE, noise.var = NULL, estim.method="MLE", penalty = NULL, optim.method = "BFGS", lower = NULL, upper = NULL, parinit = NULL, control = NULL, gr = TRUE, iso = FALSE, scaling = FALSE, knots = NULL)

Arguments

formula.rho
an object of class ("formula") specifying the linear trends of the adjustment coefficients. This formula should concern only the input variables, and not the output (response). If there is any, it is automatically dropped. The default is ~1, which defines a constant trend.
Z
a vector (or 1-column matrix or data frame) containing the values of the 1-dimensional output given by the function of level k at the design points of level k-1.
formula
see km
design
see km
response
see km
covtype
see km
coef.trend
see km
coef.cov
see km
coef.var
see km
estim.method
see km
nugget
see km
nugget.estim
see km
noise.var
see km
penalty
see km
optim.method
see km
lower
see km
upper
see km
parinit
see km
control
see km
gr
see km
iso
see km
scaling
see km
knots
see km

Value

An object with S4 class "kmCok" (see kmCok-class).

References

KRIGE, D.G. (1951), A statistical approach to some basic mine valuation problems on the witwatersrand, J. of the Chem., Metal. and Mining Soc. of South Africa, 52 no. 6, 119-139.

MATHERON, G. (1969), Le krigeage universel, Les Cahiers du Centre de Morphologie Mathematique de Fontainebleau, 1.

RASMUSSEN, C.E. and WILLIAMS, C.K.I. (2006), Gaussian Processes for Machine Learning, the MIT Press, http://www.GaussianProcess.org/gpml

SANTNER, T.J., WILLIAMS, B.J. and NOTZ, W.I. (2003), The Design and Analysis of Computer Experiments, New York: Springer.

STEIN, L.M. (1999), Interpolation of Spatial Data, Springer Series in Statistics.

LE GRATIET, L. & GARNIER, J. (2012), Recursive co-kriging model for Design of Computer Experiments with multiple levels of fidelity, arXiv:1210.0686

LE GRATIET, L. (2012), Bayesian analysis of hierarchical multi-fidelity codes, arXiv:1112.5389

See Also

predict,kmCok-method