print_uncertainty_nd: Print a measure of uncertainty for functions with dimension d...

In KrigInv: Kriging-Based Inversion for Deterministic and Noisy Computer Experiments

Print a measure of uncertainty for functions with dimension d strictly larger than 2.

Description

This function draws projections on various plans of a given measure of uncertainty. The function can be used to print relevant outputs after having used the function EGI or EGIparallel.

Usage

print_uncertainty_nd(model,T,type="pn",lower=NULL,upper=NULL,
  		resolution=20, nintegpoints=400,
  		cex.lab=1,cex.contourlab=1,cex.axis=1,
			nlevels=10,levels=NULL,
			xdecal=3,ydecal=3, option="mean", pairs=NULL,...)

Arguments

model	Kriging model of km class.
T	Array containing one or several thresholds.
type	Type of uncertainty that the user wants to print. Possible values are "pn" (probability of excursion), or "sur", "imse", "timse" if we print a measure of uncertainty corresponding to one criterion. The "vorob" option is not available due to the difficulty of computing a Vorob'ev threshold.
lower	Vector containing the lower bounds of the input domain. If nothing is set we use a vector of 0.
upper	Vector containing the upper bounds of the input domain. If nothing is set we use a vector of 1.
resolution	Number of points to discretize a plan included in the domain. For the moment, we cannot use values higher than 40 do to computation time, except when the argument "pairs" is not set to its default value.
nintegpoints	to do
cex.lab	Multiplicative factor for the size of titles of the axis.
cex.contourlab	Multiplicative factor for the size of labels of the contour plot.
cex.axis	Multiplicative factor for the size of the axis graduations.
nlevels	Integer corresponding to the number of levels of the contour plot.
levels	Array: one can directly set the levels of the contour plot.
xdecal	Optional position shifting of the titles of the x axis.
ydecal	Optional position shifting of the titles of the y axis.
option	Optional argument (a string). The 3 possible values are "mean" (default), "max" and "min".
pairs	Optional argument. When set to codeNULL (default) the function performs the projections on plans spanned by each pair (i,j) of dimension. Otherwise, the argument is an array of size 2 corresponding to the dimensions spanning the (only) plan on which the projection is performed.
...	Additional arguments to the image function.

Value

The integrated uncertainty

Author(s)

Clement Chevalier (University of Neuchatel, Switzerland)

References

Bect J., Ginsbourger D., Li L., Picheny V., Vazquez E. (2012), Sequential design of computer experiments for the estimation of a probability of failure, Statistics and Computing vol. 22(3), pp 773-793

See Also

print_uncertainty_1d,print_uncertainty_2d

Examples

#print_uncertainty_nd

set.seed(9)
N <- 30 #number of observations
T <- -1 #threshold
testfun <- hartman3
#The hartman3 function is defined over the domain [0,1]^3. 

lower <- rep(0,times=3)
upper <- rep(1,times=3)

#a 30 points initial design
design <- data.frame( matrix(runif(3*N),ncol=3) )
response <- apply(design,1,testfun)

#km object with matern3_2 covariance
#params estimated by ML from the observations
model <- km(formula=~., design = design, 
	response = response,covtype="matern3_2")

## Not run: 
print_uncertainty_nd(model=model,T=T,main="average probability of excursion",type="pn",
                    option="mean")

print_uncertainty_nd(model=model,T=T,main="maximum probability of excursion",type="pn",
                     option="max")


## End(Not run)

KrigInv documentation built on Sept. 9, 2022, 5:08 p.m.