get_betagamma

Create a single element of the BETA/GAMMA matrix. Used to compute acquisition functions and their gradients.

internal

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

get_betagamma function

<dl><dt>C</dt>
<dd>A const_C object, the result of a call to C_GP</dd>
<dt>xnew</dt>
<dd>The new design point</dd>
<dt>grad</dt>
<dd>If <code>FALSE</code>, calculate beta and gamma only. If <code>TRUE</code>, calculate their gradient too.</dd></dl>

Arguments

Quantities for Acquisition Functions — get_betagamma

<dl>

<dt>C</dt>
<dd>A const_C object, the result of a call to C_GP</dd>


<dt>xnew</dt>
<dd>The new design point</dd>


<dt>grad</dt>
<dd>If <code>FALSE</code>, calculate beta and gamma only. If <code>TRUE</code>, calculate their gradient too.</dd>

</dl>

get_betagamma: Quantities for Acquisition Functions

Description

Usage

Value

Arguments