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DiceKriging (version 1.5.5)

Kriging Methods for Computer Experiments

Description

Estimation, validation and prediction of kriging models. Important functions : km, print.km, plot.km, predict.km.

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Version

Install

install.packages('DiceKriging')

Monthly Downloads

8,703

Version

1.5.5

License

GPL-2 | GPL-3

Maintainer

Olivier Roustant

Last Published

April 24th, 2015

Functions in DiceKriging (1.5.5)

SCAD

Penalty function
show

Print values of a km object
kernelname

Get the kernel name
covVector.dx

Spatial covariance - Derivatives
covKernel-class

Class "covKernel"
km-class

Kriging models class
covScaling-class

Class "covScaling"
DiceKriging-package

Kriging Methods for Computer Experiments
SCAD.derivative

Penalty function derivative
plot

Diagnostic plot for the validation of a km object
covTensorProduct-class

Class of tensor-product spatial covariances
covAffineScaling-class

Class "covAffineScaling"
covUser-class

Class "covUser"
nuggetflag

Get the nugget flag
hartman3

3D test function
leaveOneOutGrad

Leave-one-out least square criterion - Analytical gradient
branin

2D test function
trend.deltax

Trend derivatives
computeAuxVariables

Auxiliary variables for kriging
drop.response

Trend model formula operation
camelback

2D test function
scalingFun

Scaling function
scalingGrad

Gradient of the dimensional Scaling function
leaveOneOutFun

Leave-one-out least square criterion of a km object
covParametersBounds

Boundaries for covariance parameters
kmNoNugget.init

Fitting Kriging Models
goldsteinPrice

2D test function
km

Fit and/or create kriging models
trendMatrix.update

Trend model matrix operation
predict

Predict values and confidence intervals at newdata for a km object
checkNames

Consistency test between the column names of two matrices
kmNuggets.init

Fitting Kriging Models
covMat1Mat2

Cross covariance matrix
km1Nugget.init

Fitting Kriging Models
affineScalingGrad

Gradient of the Scaling function (affine case)
covStruct.create

Spatial covariance - Class constructor
nuggetvalue

Get or set the nugget value
hartman6

6D test function
ninput

Get the spatial dimension
inputnames

Get the input variables names
covMatrixDerivative

Covariance matrix derivatives
logLik

log-likelihood of a km object
kmData

Fit and/or create kriging models
affineScalingFun

Scaling function (affine case)
leaveOneOut.km

Leave-one-out for a km object
simulate

Simulate GP values at any given set of points for a km object
covMatrix

Covariance matrix
kmEstimate

Fitting Kriging Models
covparam2vect

Auxiliary function
covIso-class

Class of tensor-product spatial covariances with isotropic range
coef

Get coefficients values
logLikGrad

Concentrated log-Likelihood of a km object - Analytical gradient
logLikFun

Concentrated log-likelihood of a km object
update

Update of a kriging model
vect2covparam

Auxiliary function