tsee_optim | R Documentation |
Evaluation of the Two-Sided Expected Exceedance criterion. To be used in optimization routines, like in max_infill_criterion
.
tsee_optim(x, model, T)
x |
Input vector at which one wants to evaluate the criterion. This argument can be either a vector of size d (for an evaluation at a single point) or a p*d matrix (for p simultaneous evaluations of the criterion at p different points). |
model |
An object of class |
T |
Target value (scalar). |
tsee criterion.
When the argument x
is a vector the function returns a scalar.
When the argument x
is a p*d matrix the function returns a vector of size p.
Clement Chevalier (University of Neuchatel, Switzerland)
Yann Richet (IRSN, France)
EGI
, max_infill_criterion
#tsee_optim set.seed(9) N <- 20 #number of observations T <- 80 #threshold testfun <- branin #a 20 points initial design design <- data.frame( matrix(runif(2*N),ncol=2) ) response <- testfun(design) #km object with matern3_2 covariance #params estimated by ML from the observations model <- km(formula=~., design = design, response = response,covtype="matern3_2") x <- c(0.5,0.4)#one evaluation of the tsee criterion tsee_optim(x=x,T=T,model=model) n.grid <- 20 #you can run it with 100 x.grid <- y.grid <- seq(0,1,length=n.grid) x <- expand.grid(x.grid, y.grid) tsee.grid <- tsee_optim(x=x,T=T,model=model) z.grid <- matrix(tsee.grid, n.grid, n.grid) #plots: contour of the criterion, doe points and new point image(x=x.grid,y=y.grid,z=z.grid,col=grey.colors(10)) contour(x=x.grid,y=y.grid,z=z.grid,25,add=TRUE) points(design, col="black", pch=17, lwd=4,cex=2) i.best <- which.max(tsee.grid) points(x[i.best,], col="blue", pch=17, lwd=4,cex=3) #plots the real (unknown in practice) curve f(x)=T testfun.grid <- apply(x,1,testfun) z.grid.2 <- matrix(testfun.grid, n.grid, n.grid) contour(x.grid,y.grid,z.grid.2,levels=T,col="blue",add=TRUE,lwd=5) title("Contour lines of tsee criterion (black) and of f(x)=T (blue)")
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