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KrigInv (version 1.4.2)
Kriging-Based Inversion for Deterministic and Noisy Computer Experiments
Description
Criteria and algorithms for sequentially estimating level sets of a multivariate numerical function, possibly observed with noise.
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Version
1.4.2
1.4.1
1.3.1
1.2
1.1
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install.packages('KrigInv')
Monthly Downloads
1,019
Version
1.4.2
License
GPL-3
Maintainer
Dario Azzimonti
Last Published
September 9th, 2022
Functions in KrigInv (1.4.2)
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KrigInv-package
Kriging-Based Inversion for Deterministic and Noisy Computer Experiments
excursion_probability
Excursion probability with one or many thresholds
bichon_optim
Bichon et al.'s Expected Feasibility criterion
jn_optim_parallel2
Parallel jn criterion
computeRealVolumeConstant
A constant used to calculate the expected excursion set's volume variance
EGI
Efficient Global Inversion: sequential inversion algorithm based on Kriging.
integration_design
Construction of a sample of integration points and weights
EGIparallel
Efficient Global Inversion: parallel version to get batchsize locations at each iteration
jn_optim_parallel
Parallel jn criterion
computeQuickKrigcov
Quick computation of kriging covariances
max_futureVol_parallel
Maximize parallel volume criterion
max_timse_parallel
Minimizer of the parallel timse criterion
predict_update_km_parallel
Quick update of kriging means and variances when one or many new points are added to the DOE.
precomputeUpdateData
Useful precomputations to quickly update kriging mean and variance
print_uncertainty
Prints a measure of uncertainty for a function of any dimension.
max_sur_parallel
Minimizer of the parallel
"sur"
or
"jn"
criterion
max_infill_criterion
Optimizer for the infill criteria
print_uncertainty_1d
Prints a measure of uncertainty for 1d function.
max_vorob_parallel
Minimizer of the parallel vorob criterion
predict_nobias_km
Kriging predictions
sur_optim_parallel2
Parallel sur criterion
ranjan_optim
Ranjan et al.'s Expected Improvement criterion
vorobVol_optim_parallel
Compute volume criterion
tmse_optim
Targeted MSE criterion
print_uncertainty_nd
Print a measure of uncertainty for functions with dimension d strictly larger than 2.
timse_optim_parallel
Parallel targeted IMSE criterion
print_uncertainty_2d
Prints a measure of uncertainty for 2d function.
timse_optim_parallel2
Parallel timse criterion
sur_optim_parallel
Parallel sur criterion
tsee_optim
Two Sided Expected Exceedance criterion
vorob_optim_parallel
Parallel Vorob'ev criterion
vorobVol_optim_parallel2
Compute volume criterion
vorob_threshold
Calculation of the Vorob'ev threshold
vorob_optim_parallel2
Parallel Vorob'ev criterion