A_step: A-step in the EAM algorithm described in KMS19
Description
This function performs the approximation step in the EAM
algorithm. More specifically, it fits a Gaussian-process regression model
(Kriging) to the evaluated data points \((\theta, c(\theta))\).
Usage
A_step(evaluations, verbose = 0)
Value
Results of the A-step.
Arguments
- evaluations
Matrix containing each point that was already evaluated,
alongside the corresponding test statistic and critical value, as its rows.
- verbose
Verbosity parameter.