kGradSmooth

Compute first order approximation of function from evaluations and gradient

Computes profile extrema functions for arbitrary functions. If the function is expensive-to-evaluate it computes profile extrema by emulating the function with a Gaussian process (using package 'DiceKriging'). In this case uncertainty quantification on the profile extrema can also be computed. The different plotting functions for profile extrema give the user a tool to better locate excursion sets.

Dario Azzimonti

profExtrema

Compute and Visualize Profile Extrema Functions

kGradSmooth function

<dl><dt>newPoints</dt>
<dd>vector of points where to approximate the function</dd>
<dt>profPoints</dt>
<dd>locations where the function was evaluated</dd>
<dt>profEvals</dt>
<dd>value of the evaluation at profPoints</dd>
<dt>profGradient</dt>
<dd>value of the gradient at profPoints</dd></dl>

Arguments

Author

First order approximation — kGradSmooth

<dl>

<dt>newPoints</dt>
<dd>vector of points where to approximate the function</dd>


<dt>profPoints</dt>
<dd>locations where the function was evaluated</dd>


<dt>profEvals</dt>
<dd>value of the evaluation at profPoints</dd>


<dt>profGradient</dt>
<dd>value of the gradient at profPoints</dd>

</dl>

kGradSmooth: First order approximation

Description

Usage

Value

Arguments

Author