KrigInv: Kriging-based Inversion for Deterministic and Noisy Computer Experiments

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Criteria and algorithms for sequentially estimating level sets of a multivariate numerical function, possibly observed with noise.

Author
Clement Chevalier, Victor Picheny and David Ginsbourger
Date of publication
2014-12-23 00:30:22
Maintainer
Clement Chevalier <clement.chevalier@math.uzh.ch>
License
GPL-3
Version
1.3.1
URLs

View on CRAN

Man pages

bichon_optim
Bichon et al.'s Expected Feasibility criterion
camelback2
2-dimensional test function "camelback2"
computeAuxVariables_noChol
Auxiliary variables for kriging
computeAuxVariables_update
Auxiliary variables in an update_km procedure
computeQuickKrigcov
Quick computation of kriging covariances
computeRealVolumeConstant
A constant used to calculate the expected excursion set's...
EGI
Efficient Global Inversion: sequential inversion algorithm...
EGIparallel
Efficient Global Inversion: Parallel version.
fundet
1-dimensional test function "fundet"
fun_test2d_ranjan
2-dimensional test function "fun_test2d_ranjan"
integration_design
Construction of a sample of integration points and weights
jn_optim
jn criterion optimization
KrigInv-package
Kriging-based inversion of deterministic and stochastic...
lili2D
2-dimensional test function "lili2D"
max_infill_criterion
Optimizer for the infill criteria
max_sur
Minimizer of the sur criterion
max_sur_parallel
Minimizer of the parallel sur criterion
max_timse
Minimizer of the IMSE or targeted IMSE criterion
max_timse_parallel
Minimizer of the parallel timse criterion
max_vorob_parallel
Minimizer of the parallel vorob criterion
precomputeUpdateData
Useful data to quickly update kriging mean and variance
predict_nobias_km
Kriging predictions without any adjustment factor for the...
predict_update_km
Quick computation of updated kriging means and variances.
predict_update_km_parallel
Quick update of kriging means and variances when many new...
print_uncertainty
Prints a measure of uncertainty for a function of any...
print_uncertainty_1d
Prints a measure of uncertainty for 1d function.
print_uncertainty_2d
Prints a measure of uncertainty for 2d function.
print_uncertainty_nd
Print a measure of uncertainty for functions with dimension d...
ranjan_optim
Ranjan et al.'s Expected Improvement criterion
sur_optim
sur criterion
sur_optim_parallel
Parallel sur criterion
sur_optim_parallel2
Parallel sur criterion
timse_optim
Targeted IMSE criterion
timse_optim_parallel
Parallel targeted IMSE criterion
timse_optim_parallel2
Parallel timse criterion
tmse_optim
Targeted MSE criterion
tsee_optim
Two Sided Expected Exceedance criterion
update_km
Update of a kriging model
vorob_optim_parallel
Parallel Vorob'ev criterion
vorob_optim_parallel2
Parallel Vorob'ev criterion
vorob_threshold
Calculation of the Vorob'ev threshold

Files in this package

KrigInv
KrigInv/NAMESPACE
KrigInv/R
KrigInv/R/computeQuickKrigcov.R
KrigInv/R/predict_update_km.R
KrigInv/R/jn_optim.R
KrigInv/R/max_sur_parallel.R
KrigInv/R/computeAuxVariables_noChol.R
KrigInv/R/print_uncertainty_1d.R
KrigInv/R/timse_optim_parallel2.R
KrigInv/R/max_infill_criterion.R
KrigInv/R/fundet.R
KrigInv/R/max_timse.R
KrigInv/R/EGIparallel.R
KrigInv/R/EGI.R
KrigInv/R/vorob_optim_parallel2.R
KrigInv/R/ranjan_optim.R
KrigInv/R/print_uncertainty.R
KrigInv/R/precomputeUpdateData.R
KrigInv/R/max_timse_parallel.R
KrigInv/R/update_km.R
KrigInv/R/print_uncertainty_nd.R
KrigInv/R/print_uncertainty_2d.R
KrigInv/R/integration_design.R
KrigInv/R/fun_test2d_ranjan.R
KrigInv/R/timse_optim_parallel.R
KrigInv/R/sur_optim_parallel.R
KrigInv/R/computeRealVolumeConstant.R
KrigInv/R/tmse_optim.R
KrigInv/R/lili2D.R
KrigInv/R/predict_update_km_parallel.R
KrigInv/R/max_sur.R
KrigInv/R/vorob_threshold.R
KrigInv/R/camelback2.R
KrigInv/R/tsee_optim.R
KrigInv/R/computeAuxVariables_update.R
KrigInv/R/max_vorob_parallel.R
KrigInv/R/predict_nobias_km.R
KrigInv/R/sur_optim.R
KrigInv/R/bichon_optim.R
KrigInv/R/sur_optim_parallel2.R
KrigInv/R/vorob_optim_parallel.R
KrigInv/R/timse_optim.R
KrigInv/MD5
KrigInv/DESCRIPTION
KrigInv/man
KrigInv/man/sur_optim.Rd
KrigInv/man/computeAuxVariables_update.Rd
KrigInv/man/fun_test2d_ranjan.Rd
KrigInv/man/print_uncertainty_nd.Rd
KrigInv/man/jn_optim.Rd
KrigInv/man/sur_optim_parallel.Rd
KrigInv/man/timse_optim_parallel2.Rd
KrigInv/man/fundet.Rd
KrigInv/man/print_uncertainty_1d.Rd
KrigInv/man/computeAuxVariables_noChol.Rd
KrigInv/man/predict_update_km.Rd
KrigInv/man/max_vorob_parallel.Rd
KrigInv/man/integration_design.Rd
KrigInv/man/vorob_optim_parallel2.Rd
KrigInv/man/bichon_optim.Rd
KrigInv/man/EGIparallel.Rd
KrigInv/man/max_infill_criterion.Rd
KrigInv/man/max_timse.Rd
KrigInv/man/KrigInv-package.Rd
KrigInv/man/vorob_optim_parallel.Rd
KrigInv/man/max_sur.Rd
KrigInv/man/ranjan_optim.Rd
KrigInv/man/update_km.Rd
KrigInv/man/tmse_optim.Rd
KrigInv/man/max_timse_parallel.Rd
KrigInv/man/predict_nobias_km.Rd
KrigInv/man/print_uncertainty.Rd
KrigInv/man/computeQuickKrigcov.Rd
KrigInv/man/EGI.Rd
KrigInv/man/print_uncertainty_2d.Rd
KrigInv/man/predict_update_km_parallel.Rd
KrigInv/man/computeRealVolumeConstant.Rd
KrigInv/man/sur_optim_parallel2.Rd
KrigInv/man/camelback2.Rd
KrigInv/man/timse_optim.Rd
KrigInv/man/max_sur_parallel.Rd
KrigInv/man/precomputeUpdateData.Rd
KrigInv/man/tsee_optim.Rd
KrigInv/man/timse_optim_parallel.Rd
KrigInv/man/vorob_threshold.Rd
KrigInv/man/lili2D.Rd