DiceOptim (version 2.0)

checkPredict: Prevention of numerical instability for a new observation

Description

Check that the new point is not too close to already known observations to avoid numerical issues. Closeness can be estimated with several distances.

Usage

checkPredict(x, model, threshold = 1e-04, distance = "covdist", type = "UK")

Arguments

x

a vector representing the input to check,

model

list of objects of class km, one for each objective functions,

threshold

optional value for the minimal distance to an existing observation, default to 1e-4,

distance

selection of the distance between new observations, between "euclidean", "covdist" (default) and "covratio", see details,

type

"SK" or "UK" (default), depending whether uncertainty related to trend estimation has to be taken into account.

Value

TRUE if the point should not be tested.

Details

If the distance between x and the closest observations in model is below threshold, x should not be evaluated to avoid numerical instabilities. The distance can simply be the Euclidean distance or the canonical distance associated with the kriging covariance k: $$d(x,y) = \sqrt{k(x,x) - 2k(x,y) + k(y,y)}.$$ The last solution is the ratio between the prediction variance at x and the variance of the process.