domain_to_R

Given an m dimensional function whose inputs live in bounded intervals [a1, b1], ..., [am, bm], return a wrapped version of the function whose inputs live in R^m. Transformed using the logit function.

The active subspace method is a sensitivity analysis technique that finds important linear combinations of input variables for a simulator. This package provides functions allowing estimation of the active subspace without gradient information using Gaussian processes as well as sequential experimental design tools to minimize the amount of data required to do so. Implements Wycoff et al. (JCGS, 2021) <doi:10.48550/arXiv.1907.11572>.

Nathan Wycoff

activegp

Gaussian Process Based Design and Analysis for the Active
Subspace Method

domain_to_R function

<dl><dt>f</dt>
<dd>The function to wrap, should have a single vector-valued input.</dd>
<dt>domain</dt>
<dd>A list of real tuples, indicating the original domain of the function.</dd></dl>

Arguments

Rectangular Domain -&gt; Unbounded Domain — domain_to_R

<dl>

<dt>f</dt>
<dd>The function to wrap, should have a single vector-valued input.</dd>


<dt>domain</dt>
<dd>A list of real tuples, indicating the original domain of the function.</dd>

</dl>

domain_to_R: Rectangular Domain -> Unbounded Domain

Description

Usage

Value

Arguments