MuFiCokriging (version 1.2)

NestedDesign: Definition of nested experimental design sets for Multi-Fidelity Cokriging models

Description

Build an object of class S3 ("NestDesign") defining nested experimental design sets used to build multi-fidelity Cokriging models.

Usage

NestedDesign(x, nlevel , indices = NULL, n = NULL)

Arguments

x

a matrix representing the experimental design set of the code level $1$.

nlevel

an integer representing the number of code levels.

indices

a list of vectors. The $i$th element of the list contains the indices of the points in the experimental design set of the level $i-1$ constituting the experimental design set of the level i. If indices = NULL they are randomly sampled according to the number of observations defining in n.

n

a vector containing the number of observations at level $k=2,...,nlevel$. It is not taking into account if indices is different from NULL.

Value

an object of class ("NestDesign") representing a nested experimental design set.

Details

The procedure does not change the experimental design set of the highest code level. During the procedure, the points of $D_{k-1}$ the closest to those of $D_k$ with $k=2,...,nlevel$ are removed and they are replaced by the points of $D_k$ . Thus, the length of the final $D_{k-1}$ could be larger than the one of the initial $D_{k-1}$. (see "MuFicokm")

References

LE GRATIET, L. & GARNIER, J. (2012), Recursive co-kriging model for Design of Computer Experiments with multiple levels of fidelity, arXiv:1210.0686.

See Also

MuFicokm, ExtractNestDesign, NestedDesignBuild

Examples

#-- Nested Experimental design sets
	dimension <- 3
	nD1 <- 100
	nD2 <- 50		
	nD3 <- 20
	set.seed(1);D1 <- matrix(runif(n=nD1*dimension, 0,1),ncol=dimension)
	NestDesign <- NestedDesign(D1, nlevel=3 , n = c(nD2,nD3))