update_C2

Update Constantine's C, using update formula

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

update_C2 function

<dl><dt>C</dt>
<dd>A const_C object, the result of a call to <code>C_GP</code>.</dd>
<dt>xnew</dt>
<dd>The new design point</dd>
<dt>ynew</dt>
<dd>The new response</dd></dl>

Arguments

Update Constantine's C, using update formula — update_C2

<dl>

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


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


<dt>ynew</dt>
<dd>The new response</dd>

</dl>

update_C2: Update Constantine's C, using update formula

Description

Usage

Value

Arguments

References