This function estimates the parameters of the metamodel error estimating
Gaussian process using maximum likelihood methods to identify the length
parameter r of the given correlation function.
estimate.GP(ssm, type)An SSM object.
Character. Specifies the correlation function to use. Either
"exp" for squared exponential or "Matern32" for Matern 3/2.
Anything else will result in the use of a squared exponential correlation
function.#'
An SSM object that is the same as the input except with
estimates for r and sigma in the appropriate slots.
Since the concentrated likelihood function is often flat, this function calls
optimize several times using different search intervals to avoid cases
when the optimize algorithm misses maxima when the interval is too
large.
The scaling parameter sigma is found analytically once r
has been determined.