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rlibkriging (version 1.2-3)

warp_knots: Piecewise-linear monotone warping with knots (Xiong et al. 2007)

Description

Implements the non-stationary input warping of Xiong, Chen, Apley & Ding (2007, Int. J. Numer. Meth. Engng). The domain \([0,1]\) is split into \(K+1\) intervals by \(K\) interior knots, each carrying a learnable positive slope \(s_k = \exp(r_k)\). The warp is: $$w(x) = \sum_{j<k} s_j (t_{j+1}-t_j) + s_k (x-t_k)$$ for \(x \in [t_k, t_{k+1})\), giving a continuous, monotone piecewise-linear function with \(K+1\) free parameters.

This is the same construction as the knots argument in DiceKriging.

Usage

warp_knots(n_knots = 3, knot_positions = NULL)

Value

warp specification string, e.g. "knots(3)" or

"knots(0.25:0.5:0.75)"

Arguments

n_knots

number of interior knots \(K \ge 1\) (default 3)

knot_positions

optional numeric vector of \(K\) knot positions strictly inside \((0,1)\), in increasing order. When NULL (default), knots are placed uniformly at \(1/(K+1), 2/(K+1), \ldots, K/(K+1)\).

References

Xiong, Y., Chen, W., Apley, D. & Ding, X. (2007). A non-stationary covariance-based Kriging method for metamodelling in engineering design. International Journal for Numerical Methods in Engineering, 71(6), 733--756.

See Also

WarpKriging