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funGp (version 1.0.0)

black-boxes: Analytic models for the exploration of the funGp package

Description

Set of analytic functions that take functional variables as inputs. Since they run quickly, they can be used for testing of funGp functionalities as if they were black box computer models. They cover different situations (number of scalar inputs and complexity of the inputs-output mathematical relationship).

Usage

fgp_BB1(sIn, fIn, n.tr)

fgp_BB2(sIn, fIn, n.tr)

fgp_BB3(sIn, fIn, n.tr)

fgp_BB4(sIn, fIn, n.tr)

fgp_BB5(sIn, fIn, n.tr)

fgp_BB6(sIn, fIn, n.tr)

fgp_BB7(sIn, fIn, n.tr)

Value

An object of class "matrix" with the values of the output at the specified input coordinates.

Arguments

sIn

Object with class "matrix". The scalar input points. Variables are arranged by columns and coordinates by rows.

fIn

Object with class "list". The functional inputs. Each element of the list must be a matrix containing the set of curves corresponding to one functional input.

n.tr

Object with class "numeric". The number of input points provided and correspondingly, the number of observations to produce.

Details

For all the functions, the \(d_s\) scalar inputs \(x_i\) are in the real interval \([0,\,1]\) and the \(d_f\) functional inputs \(f_i(t_i)\) are defined on the interval \([0,\,1]\). Expressions for the values are as follows.

  • fgp_BB1 With \(d_s = 2\) \(d_f = 2\)

    
       x1 * sin(x2) + x1 * mean(f1) - x2^2 * diff(range(f2))
  • fgp_BB2 With \(d_s = 2\) and \(d_f = 2\)

    
       x1 * sin(x2) + mean(exp(x1 * t1) * f1) - x2^2 * mean(f2^2 * t2)
  • fgp_BB3 With \(d_s = 2\) and \(d_f = 2\) is the first analytical example in Muehlenstaedt et al (2017)

    
       x1 + 2 * x2 + 4 * mean(t1 * f1) + mean(f2)
  • fgp_BB4 With \(d_s = 2\) and \(d_f = 2\) is the second analytical example in preprint of Muehlenstaedt et al (2017)

    
       (x2 - (5 / (4 * pi^2)) * x1^2 + (5 / pi) * x1 - 6)^2 +
           10 * (1 - (1 / (8 * pi))) * cos(x1) + 10 +
           (4 / 3) * pi * (42 * mean(f1 * (1 - t1)) +
                           pi * ((x1 + 5) / 5) + 15) * mean(t2 * f2))
  • fgp_BB5 With \(d_s=2\) and \(d_f=2\) is inspired by the second analytical example in final version of Muehlenstaedt et al (2017)

    
       (x2 - (5 / (4 * pi^2)) * x1^2 + (5 / pi) * x1 - 6)^2 +
           10 * (1 - (1 / (8 * pi))) * cos(x1) + 10 +
           (4 / 3) * pi * (42 * mean(15 * f1 * (1 - t1) - 5) +
                           pi * ((x1 + 5) / 5) + 15) * mean(15 * t2 * f2))
  • fgp_BB6 With \(d_s = 2\) and \(d_f = 2\) is inspired by the analytical example in Nanty et al (2016)

    
       2 * x1^2 + 2 * mean(f1 + t1) + 2 * mean(f2 + t2) + max(f2) + x2
  • fgp_BB7 With \(d_s = 5\) and \(d_f = 2\) is inspired by the second analytical example in final version of Muehlenstaedt et al (2017)

    
       (x2 + 4 * x3 - (5 / (4 * pi^2)) * x1^2 + (5 / pi) * x1 - 6)^2 +
           10 * (1 - (1 / (8 * pi))) * cos(x1) * x2^2 * x5^3 + 10 +
           (4 / 3) * pi * (42 * sin(x4) * mean(15 * f1 * (1 - t1) - 5) +
                           pi * (((x1 * x5 + 5) / 5) + 15) * mean(15 * t2 * f2))

References

Muehlenstaedt, T., Fruth, J., and Roustant, O. (2017), "Computer experiments with functional inputs and scalar outputs by a norm-based approach". Statistics and Computing, 27, 1083-1097. [SC]

Nanty, S., Helbert, C., Marrel, A., Pérot, N., and Prieur, C. (2016), "Sampling, metamodeling, and sensitivity analysis of numerical simulators with functional stochastic inputs". SIAM/ASA Journal on Uncertainty Quantification, 4(1), 636-659. tools:::Rd_expr_doi("10.1137/15M1033319")