DiceKriging: Kriging Methods for Computer Experiments

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

Author
Olivier Roustant, David Ginsbourger, Yves Deville. Contributors: Clement Chevalier, Yann Richet.
Date of publication
2015-04-24 11:22:56
Maintainer
Olivier Roustant <roustant@emse.fr>
License
GPL-2 | GPL-3
Version
1.5.5
URLs

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

Files in this package

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