Implementation of the weight update formula for I-Optimality used to optimize the weights of a design, which is to be applied iteratively until no sizable changes happen. A-Optimality if instead of the integral matrix the identity function is used.
update_weightsI(design, sens, crit, delta)returns the new weights of the design after one iteration.
Design to optimize the weights from. It's a dataframe with two columns:
Point contains the support points of the design.
Weight contains the corresponding weights of the Points.
Sensibility function for the design and model.
Value of the criterion function for I-Optimality.
A parameter of the algorithm that can be tuned. Must be \(0< delta < 1\).