MuFiCokriging-package: Multi-Fidelity Cokriging methods for computer experiments
Description
Create multi-fidelity cokriging models using data from codes with multiple levels of fidelity.Details
ll{
Package: MuFiCokriging
Type: Package
Version: 1.0
Date: 2012-12-21
License: GPL-3
}
l{
Important functions :
MuFicokm :
Creation of a multi-fidelity cokriging model with unknown or known parameters.
predict.MuFicokm :
Prediction of a multi-fidelity cokriging model at new points (Simple and Universal cokriging).
}References
KENNEDY, M.C. & O'HAGAN, A. (2000), Predicting the output from a complex computer code when fast approximations are available. Biometrika 87, 1-13
FORRESTER, A.I.J, SOBESTER A. & KEAN, A.J. (2007), Multi-Fidelity optimization via surrogate modelling. Proc. R. Soc. A 463, 3251-3269.
LE GRATIET, L. & GARNIER, J. (2012), Recursive co-kriging model for Design of Computer Experiments with multiple levels of fidelity, arXiv:1210.0686
LE GRATIET, L. (2012), Bayesian analysis of hierarchical multi-fidelity codes, arXiv:1112.5389