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

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

AuthorClement Chevalier, Victor Picheny and David Ginsbourger
Date of publication2014-12-23 00:30:22
MaintainerClement Chevalier <clement.chevalier@math.uzh.ch>
LicenseGPL-3
Version1.3.1
http://www.sciencedirect.com/science/article/pii/S0167947313001060, http://www.clementchevalier.com

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

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