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KrigInv (version 1.1)

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 in tunable noise.

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Version

Install

install.packages('KrigInv')

Monthly Downloads

1,064

Version

1.1

License

GPL-3

Maintainer

D Ginsbourger

Last Published

January 3rd, 2011

Functions in KrigInv (1.1)

ranjan_optim

Ranjan et al.'s Expected Improvement criterion
lili2D

2-dimensional test function "lili2D"
camelback2

2-dimensional test function "camelback2"
fundet

1-dimensional test function "fundet"
max_infill_criterion

Optimizer for the infill criteria
timse_optim

Targeted IMSE criterion
max_sur

Minimizer of the SUR criterion
sur_optim

SUR criterion
fun_test2d_ranjan

2-dimensional test function "fun_test2d_ranjan"
EGI

Efficient Global Inversion: sequential inversion algorithm based on Kriging
bichon_optim

Bichon et al.'s Expected Feasibility criterion
KrigInv-package

Kriging-based inversion of deterministic and stochastic computer codes
tmse_optim

Targeted MSE criterion
real_ind_fundet

Indicator function for the condition: fundet lies in the band ]T-epsilon, T+epsilon[
max_timse

Minimizer of the targeted IMSE criterion