DiceKriging v1.5.6

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Kriging Methods for Computer Experiments

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

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DiceKriging: Kriging methods for computer experiments

This repository is the regular DiceKriging package repository (available at http://cran.r-project.org/web/packages/DiceKriging). It contains the latest sources, possibly some supplement of stable CRAN release.

Installation

You can install the standard (CRAN) version of the code: install.packages("DiceKriging")

You can install the latest (this repository) version of the code:

  • using pre-built packages:
    • Windows: install.packages("https://github.com/DiceKrigingClub/DiceKriging/releases/download/windows/DiceKriging_1.5.6.zip")
    • Linux: install.packages("https://github.com/DiceKrigingClub/DiceKriging/releases/download/osx-linux/DiceKriging_1.5.6.tar.gz")
    • OSX: install.packages("https://github.com/DiceKrigingClub/DiceKriging/releases/download/osx-linux/DiceKriging_1.5.6.tgz")
  • or using the devtools R package (assuming you have C compiler installed):
    install.packages("devtools") # Install devtools, if you haven't already.
    devtools::install_github("DiceKriging", "DiceKrigingClub")
    

Analytics

Functions in DiceKriging

Name Description
computeAuxVariables Auxiliary variables for kriging
km-class Kriging models class
logLikGrad Concentrated log-Likelihood of a km object - Analytical gradient
ninput Get the spatial dimension
covVector.dx Spatial covariance - Derivatives
covparam2vect Auxiliary function
covMatrixDerivative Covariance matrix derivatives
km Fit and/or create kriging models
simulate Simulate GP values at any given set of points for a km object
covParametersBounds Boundaries for covariance parameters
kmNuggets.init Fitting Kriging Models
nuggetflag Get the nugget flag
leaveOneOut.km Leave-one-out for a km object
nuggetvalue Get or set the nugget value
covTensorProduct-class Class of tensor-product spatial covariances
hartman3 3D test function
km1Nugget.init Fitting Kriging Models
covUser-class Class "covUser"
covMat1Mat2 Cross covariance matrix
trend.deltax Trend derivatives
covMatrix Covariance matrix
hartman6 6D test function
covScaling-class Class "covScaling"
trendMatrix.update Trend model matrix operation
drop.response Trend model formula operation
leaveOneOutFun Leave-one-out least square criterion of a km object
kmData Fit and/or create kriging models
logLik log-likelihood of a km object
logLikFun Concentrated log-likelihood of a km object
leaveOneOutGrad Leave-one-out least square criterion - Analytical gradient
goldsteinPrice 2D test function
update Update of a kriging model
kmEstimate Fitting Kriging Models
show Print values of a km object
scalingGrad Gradient of the dimensional Scaling function
plot Diagnostic plot for the validation of a km object
kmNoNugget.init Fitting Kriging Models
predict Predict values and confidence intervals at newdata for a km object
vect2covparam Auxiliary function
covStruct.create Spatial covariance - Class constructor
inputnames Get the input variables names
kernelname Get the kernel name
scalingFun1d Scaling 1-dimensional function
scalingFun Scaling function
DiceKriging-package Kriging Methods for Computer Experiments
covKernel-class Class "covKernel"
SCAD.derivative Penalty function derivative
camelback 2D test function
branin 2D test function
coef Get coefficients values
covIso-class Class of tensor-product spatial covariances with isotropic range
checkNames Consistency test between the column names of two matrices
SCAD Penalty function
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Details

Date 2018-10-08
License GPL-2 | GPL-3
URL https://dicekrigingclub.github.io/www/
NeedsCompilation yes
Packaged 2018-10-08 10:02:28 UTC; travis
Repository CRAN
Date/Publication 2018-10-08 10:50:13 UTC

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