DiceKriging v1.6.0

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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 x.y.z of the code:

  • using pre-built packages:
    • Windows: install.packages("https://github.com/DiceKrigingClub/DiceKriging/releases/download/windows/DiceKriging_x.y.z.zip")
    • Linux: install.packages("https://github.com/DiceKrigingClub/DiceKriging/releases/download/osx-linux/DiceKriging_x.y.z.tar.gz")
    • OSX: install.packages("https://github.com/DiceKrigingClub/DiceKriging/releases/download/osx-linux/DiceKriging_x.y.z.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")
    

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Functions in DiceKriging

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

Date 2021-02-23
License GPL-2 | GPL-3
URL https://dicekrigingclub.github.io/www/
NeedsCompilation yes
Packaged 2021-02-23 17:02:18 UTC; yves
Repository CRAN
Date/Publication 2021-02-23 17:30:03 UTC

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