search_LB_prob

Function to find the values to construct the default lower bound of range parameters.

internal

Robust parameter estimation and prediction of Gaussian stochastic
process emulators. It allows for robust parameter estimation and prediction using
Gaussian stochastic process emulator. It also implements the parallel partial
Gaussian stochastic process emulator for computer model with massive outputs
See the reference: Mengyang Gu and Jim Berger, 2016, Annals of Applied Statistics;
Mengyang Gu, Xiaojing Wang and Jim Berger, 2018, Annals of Statistics.

Mengyang Gu

RobustGaSP

Robust Gaussian Stochastic Process Emulation

Jesus Palomo

James Berger

search_LB_prob function

<dl> <dt>param</dt>
<dd>
A vector of natural logarithm of inverse-range parameters and natural logarithm of the nugget-variance ratio parameter.</dd> <dt>R0</dt>
<dd>
A List of matrix where the j-th matrix is an absolute difference matrix of the j-th input vector.</dd> <dt>COND_NUM_UB</dt>
<dd>
The maximum condition number of the correlation matrix.</dd> <dt>p</dt>
<dd></dd> <dt>kernel_type</dt>
<dd>
Type of kernel. <code>matern_3_2</code> and <code>matern_5_2</code> are <code>Matern kernel</code> with roughness parameter 3/2 and 5/2 respectively. <code>pow_exp</code> is power exponential kernel with roughness parameter alpha. If <code>pow_exp</code> is to be used, one needs to specify its roughness parameter alpha.</dd> <dt>alpha</dt>
<dd>
Roughness parameters in the kernel functions.</dd> <dt>nugget</dt>
<dd>
The nugget-variance ratio parameter if this parameter is fixed.</dd></dl>

Arguments

tools:::Rd_package_author("RobustGaSP")
Maintainer: tools:::Rd_package_maintainer("RobustGaSP")

Author


Search for the default lower bound of range parameters. — search_LB_prob

<dl>

 <dt>param</dt>
<dd>
A vector of natural logarithm of inverse-range parameters and natural logarithm of the nugget-variance ratio parameter.</dd>

 <dt>R0</dt>
<dd>
A List of matrix where the j-th matrix is an absolute difference matrix of the j-th input vector.</dd>

 <dt>COND_NUM_UB</dt>
<dd>
The maximum condition number of the correlation matrix.</dd>

 <dt>p</dt>
<dd></dd>

 <dt>kernel_type</dt>
<dd>
Type of kernel. <code>matern_3_2</code> and <code>matern_5_2</code> are <code>Matern kernel</code> with roughness parameter 3/2 and 5/2 respectively. <code>pow_exp</code> is power exponential kernel with roughness parameter alpha. If <code>pow_exp</code> is to be used, one needs to specify its roughness parameter alpha.</dd>

 <dt>alpha</dt>
<dd>
Roughness parameters in the kernel functions.</dd>

 <dt>nugget</dt>
<dd>
The nugget-variance ratio parameter if this parameter is fixed.</dd>

</dl>

search_LB_prob: Search for the default lower bound of range parameters.

Description

Usage

Value

Arguments

Author

References