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KrigInv (version 1.3.1)

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 with noise.

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Version

Install

install.packages('KrigInv')

Monthly Downloads

1,064

Version

1.3.1

License

GPL-3

Maintainer

Clement Chevalier

Last Published

December 23rd, 2014

Functions in KrigInv (1.3.1)

KrigInv-package

Kriging-based inversion of deterministic and stochastic computer codes
EGI

Efficient Global Inversion: sequential inversion algorithm based on Kriging
max_timse

Minimizer of the IMSE or targeted IMSE criterion
computeAuxVariables_update

Auxiliary variables in an update_km procedure
computeRealVolumeConstant

A constant used to calculate the expected excursion set's volume variance
camelback2

2-dimensional test function "camelback2"
fun_test2d_ranjan

2-dimensional test function "fun_test2d_ranjan"
tmse_optim

Targeted MSE criterion
tsee_optim

Two Sided Expected Exceedance criterion
timse_optim_parallel

Parallel targeted IMSE criterion
computeQuickKrigcov

Quick computation of kriging covariances
jn_optim

jn criterion optimization
integration_design

Construction of a sample of integration points and weights
EGIparallel

Efficient Global Inversion: Parallel version.
predict_update_km

Quick computation of updated kriging means and variances.
timse_optim

Targeted IMSE criterion
max_sur

Minimizer of the sur criterion
lili2D

2-dimensional test function "lili2D"
print_uncertainty

Prints a measure of uncertainty for a function of any dimension.
vorob_threshold

Calculation of the Vorob'ev threshold
max_infill_criterion

Optimizer for the infill criteria
vorob_optim_parallel2

Parallel Vorob'ev criterion
print_uncertainty_1d

Prints a measure of uncertainty for 1d function.
predict_update_km_parallel

Quick update of kriging means and variances when many new points are added.
ranjan_optim

Ranjan et al.'s Expected Improvement criterion
predict_nobias_km

Kriging predictions without any adjustment factor for the kriging variances
bichon_optim

Bichon et al.'s Expected Feasibility criterion
max_vorob_parallel

Minimizer of the parallel vorob criterion
timse_optim_parallel2

Parallel timse criterion
precomputeUpdateData

Useful data to quickly update kriging mean and variance
sur_optim

sur criterion
sur_optim_parallel

Parallel sur criterion
print_uncertainty_nd

Print a measure of uncertainty for functions with dimension d strictly higher than 2.
computeAuxVariables_noChol

Auxiliary variables for kriging
fundet

1-dimensional test function "fundet"
sur_optim_parallel2

Parallel sur criterion
vorob_optim_parallel

Parallel Vorob'ev criterion
max_timse_parallel

Minimizer of the parallel timse criterion
print_uncertainty_2d

Prints a measure of uncertainty for 2d function.
update_km

Update of a kriging model
max_sur_parallel

Minimizer of the parallel sur criterion