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FedorovWynn: Fedorov Wynn

Description

FedorovWynn finds an optimal design using some sensitivity function and a Fedorov-Wynn-type algorithm.

Usage

FedorovWynn(sensF, tol, maxIter = 10000)

Arguments

sensF

function(x=NULL, desw=NULL, desx=NULL, mod=NULL), a sensitivity function. It's attribute "defaults" shall contain x and sensF(desw=w) shall return sensitivities for each point in x respectiv

tol

the tolerance level regarding the sensitivities.

maxIter

the maximum number of iterations.

Value

• FedorovWynn returns an object of class "desigh". See design for its structural definition.

Details

See Dsensitivity and it's return value for a reference implementation of a function complying with the requirements for sensF.

The algorithm starts from a uniform weight design. In each iteration weight is redistributed to the point which has the highest sensitivity. Sequence: 1/i. The algorithm stops when all sensitivities are below a specified tolerance level or the maximum number of iterations is reached.

References

Fedorov, V. V. (1971) The Design of Experiments in the Multiresponse Case. Theory of Probability and its Applications, 16(2):323-332.

Wynn, Henry P. (1970) The Sequential Generation of D-Optimum Experimental Designs. The Annals of Mathematical Statistics, 41(5):1655-1664.

See Also

Dsensitivity, design

Examples

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