DiceKriging: Kriging Methods for Computer Experiments

Estimation, validation and prediction of kriging models. Important functions : km, print.km, plot.km, predict.km.

Install the latest version of this package by entering the following in R:
install.packages("DiceKriging")
AuthorOlivier Roustant, David Ginsbourger, Yves Deville. Contributors: Clement Chevalier, Yann Richet.
Date of publication2015-04-24 11:22:56
MaintainerOlivier Roustant <roustant@emse.fr>
LicenseGPL-2 | GPL-3
Version1.5.5
http://dice.emse.fr/

View on CRAN

Man pages

affineScalingFun: Scaling function (affine case)

affineScalingGrad: Gradient of the Scaling function (affine case)

branin: 2D test function

camelback: 2D test function

checkNames: Consistency test between the column names of two matrices

coef: Get coefficients values

computeAuxVariables: Auxiliary variables for kriging

covAffineScaling-class: Class "covAffineScaling"

covIso-class: Class of tensor-product spatial covariances with isotropic...

covKernel-class: Class "covKernel"

covMat1Mat2: Cross covariance matrix

covMatrix: Covariance matrix

covMatrixDerivative: Covariance matrix derivatives

covparam2vect: Auxiliary function

covParametersBounds: Boundaries for covariance parameters

covScaling-class: Class "covScaling"

covStruct.create: Spatial covariance - Class constructor

covTensorProduct-class: Class of tensor-product spatial covariances

covUser-class: Class "covUser"

covVector.dx: Spatial covariance - Derivatives

DiceKriging-package: Kriging Methods for Computer Experiments

drop.response: Trend model formula operation

goldsteinPrice: 2D test function

hartman3: 3D test function

hartman6: 6D test function

inputnames: Get the input variables names

kernelname: Get the kernel name

km: Fit and/or create kriging models

km1Nugget.init: Fitting Kriging Models

km-class: Kriging models class

kmData: Fit and/or create kriging models

kmEstimate: Fitting Kriging Models

kmNoNugget.init: Fitting Kriging Models

kmNuggets.init: Fitting Kriging Models

leaveOneOutFun: Leave-one-out least square criterion of a km object

leaveOneOutGrad: Leave-one-out least square criterion - Analytical gradient

leaveOneOut.km: Leave-one-out for a km object

logLikFun: Concentrated log-likelihood of a km object

logLikGrad: Concentrated log-Likelihood of a km object - Analytical...

logLik.km: log-likelihood of a km object

ninput: Get the spatial dimension

nuggetflag: Get the nugget flag

nuggetvalue: Get or set the nugget value

plot.km: Diagnostic plot for the validation of a km object

predict.km: Predict values and confidence intervals at newdata for a km...

SCAD: Penalty function

SCAD.derivative: Penalty function derivative

scalingFun: Scaling function

scalingGrad: Gradient of the dimensional Scaling function

show.km: Print values of a km object

simulate.km: Simulate GP values at any given set of points for a km object

trend.deltax: Trend derivatives

trendMatrix.update: Trend model matrix operation

update.km: Update of a kriging model

vect2covparam: Auxiliary function

Functions

affineScalingFun Man page
affineScalingGrad Man page
branin Man page
camelback Man page
checkNames Man page
coef Man page
coef<- Man page
coef,covAffineScaling-method Man page
coef,covIso-method Man page
coef,covScaling-method Man page
coef,covTensorProduct-method Man page
coef<-,covTensorProduct,numeric-method Man page
coef,covUser-method Man page
coef,km-method Man page
computeAuxVariables Man page
covAffineScaling-class Man page
covIso-class Man page
covKernel-class Man page
covMat1Mat2 Man page
covMat1Mat2,covAffineScaling-method Man page
covMat1Mat2,covIso-method Man page
covMat1Mat2,covScaling-method Man page
covMat1Mat2,covTensorProduct-method Man page
covMat1Mat2,covUser-method Man page
covMatrix Man page
covMatrix,covAffineScaling-method Man page
covMatrix,covIso-method Man page
covMatrix,covScaling-method Man page
covMatrix,covTensorProduct-method Man page
covMatrix,covUser-method Man page
covMatrixDerivative Man page
covMatrixDerivative,covAffineScaling-method Man page
covMatrixDerivative,covIso-method Man page
covMatrixDerivative,covScaling-method Man page
covMatrixDerivative,covTensorProduct-method Man page
covparam2vect Man page
covparam2vect,covAffineScaling-method Man page
covparam2vect,covIso-method Man page
covparam2vect,covScaling-method Man page
covparam2vect,covTensorProduct-method Man page
covParametersBounds Man page
covParametersBounds,covAffineScaling-method Man page
covParametersBounds,covIso-method Man page
covParametersBounds,covScaling-method Man page
covParametersBounds,covTensorProduct-method Man page
covScaling-class Man page
covStruct.create Man page
covTensorProduct-class Man page
covUser-class Man page
covVector.dx Man page
covVector.dx,covIso-method Man page
covVector.dx,covTensorProduct-method Man page
DiceKriging Man page
drop.response Man page
goldsteinPrice Man page
hartman3 Man page
hartman6 Man page
inputnames Man page
inputnames<-,covAffineScaling,character-method Man page
inputnames,covAffineScaling-method Man page
inputnames<-,covIso,character-method Man page
inputnames,covIso-method Man page
inputnames,covScaling-method Man page
inputnames<-,covTensorProduct,character-method Man page
inputnames,covTensorProduct-method Man page
kernelname Man page
kernelname,covAffineScaling-method Man page
kernelname,covIso-method Man page
kernelname,covScaling-method Man page
kernelname,covTensorProduct-method Man page
km Man page
km1Nugget.init Man page
km-class Man page
kmData Man page
kmEstimate Man page
kmNoNugget.init Man page
kmNuggets.init Man page
leaveOneOutFun Man page
leaveOneOutGrad Man page
leaveOneOut.km Man page
logLik Man page
logLikFun Man page
logLikGrad Man page
logLik.km Man page
logLik,km-method Man page
ninput Man page
ninput,covAffineScaling-method Man page
ninput,covIso-method Man page
ninput,covScaling-method Man page
ninput,covTensorProduct-method Man page
nuggetflag Man page
nuggetflag,covAffineScaling-method Man page
nuggetflag,covIso-method Man page
nuggetflag,covScaling-method Man page
nuggetflag,covTensorProduct-method Man page
nuggetflag,covUser-method Man page
nuggetvalue Man page
nuggetvalue<- Man page
nuggetvalue,covAffineScaling-method Man page
nuggetvalue<-,covAffineScaling,numeric-method Man page
nuggetvalue,covIso-method Man page
nuggetvalue<-,covIso,numeric-method Man page
nuggetvalue,covScaling-method Man page
nuggetvalue<-,covScaling,numeric-method Man page
nuggetvalue,covTensorProduct-method Man page
nuggetvalue<-,covTensorProduct,numeric-method Man page
nuggetvalue,covUser-method Man page
nuggetvalue<-,covUser,numeric-method Man page
plot Man page
plot.km Man page
plot,km-method Man page
predict Man page
predict.km Man page
predict,km-method Man page
SCAD Man page
SCAD.derivative Man page
scalingFun Man page
scalingGrad Man page
show,covAffineScaling-method Man page
show,covIso-method Man page
show,covScaling-method Man page
show,covTensorProduct-method Man page
show,covUser-method Man page
show,km-method Man page
simulate Man page
simulate,km-method Man page
summary,covAffineScaling-method Man page
summary,covIso-method Man page
summary,covScaling-method Man page
summary,covTensorProduct-method Man page
trend.deltax Man page
trendMatrix.update Man page
update Man page
update.km Man page
update,km-method Man page
vect2covparam Man page
vect2covparam,covAffineScaling-method Man page
vect2covparam,covIso-method Man page
vect2covparam,covScaling-method Man page
vect2covparam,covTensorProduct-method Man page

Files

inst
inst/CITATION
inst/tests
inst/tests/test-trend.deltax.R inst/tests/test-loo.R inst/tests/test-interp.R inst/tests/test-SK-OrnsteinUhlenbeck.R inst/tests/test-checkNames.R
tests
tests/run-all.R
src
src/Scaling.c
src/CovFuns.c
NAMESPACE
CHANGELOG
R
R/branin.R R/scalingFun.R R/covStruct_User.R R/computeAuxVariables_noChol.R R/covStruct_Iso.R R/covStruct_Scaling.R R/kmNuggets.init.R R/show.km.R R/covStruct.create.R R/hartman6.R R/covStruct_XtraMethods.R R/leaveOneOut.km.R R/kmEstimate.R R/km.R R/km1Nugget.init.R R/trendMatrix.update.R R/covStruct_XtraClass_Union.R R/covStruct_Scaling_Affine.R R/kmNoNugget.init.R R/leaveOneOutGrad.R R/logLikGrad.R R/diagABA.R R/SCAD.derivative.R R/kmData.R R/allGenerics.R R/covMyKernel.R R/logLikFun.R R/SCAD.R R/camelback.R R/scalingGrad.R R/kmStruct.R R/goldsteinPrice.R R/leaveOneOutFun.R R/checkNames.R R/drop.reponse.R R/computeAuxVariables.R R/trend.deltax.R R/hartman3.R R/covStruct_Base_TensorProduct.R R/logLik.km.R
MD5
DESCRIPTION
man
man/kmEstimate.Rd man/checkNames.Rd man/leaveOneOutFun.Rd man/hartman3.Rd man/covIso-class.Rd man/show.km.Rd man/vect2covparam.Rd man/branin.Rd man/computeAuxVariables.Rd man/logLikGrad.Rd man/covTensorProduct-class.Rd man/km.Rd man/nuggetvalue.Rd man/leaveOneOutGrad.Rd man/logLikFun.Rd man/trendMatrix.update.Rd man/nuggetflag.Rd man/kmNoNugget.init.Rd man/covScaling-class.Rd man/covParametersBounds.Rd man/covMatrix.Rd man/leaveOneOut.km.Rd man/SCAD.derivative.Rd man/SCAD.Rd man/scalingGrad.Rd man/hartman6.Rd man/goldsteinPrice.Rd man/drop.response.Rd man/covAffineScaling-class.Rd man/scalingFun.Rd man/kmData.Rd man/camelback.Rd man/trend.deltax.Rd man/covMat1Mat2.Rd man/inputnames.Rd man/plot.km.Rd man/ninput.Rd man/simulate.km.Rd man/predict.km.Rd man/covStruct.create.Rd man/covparam2vect.Rd man/covVector.dx.Rd man/covKernel-class.Rd man/affineScalingGrad.Rd man/update.km.Rd man/logLik.km.Rd man/kernelname.Rd man/km-class.Rd man/km1Nugget.init.Rd man/kmNuggets.init.Rd man/coef.Rd man/covMatrixDerivative.Rd man/affineScalingFun.Rd man/DiceKriging-package.Rd man/covUser-class.Rd

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