R/ranjan_optim.R

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

ranjan_optim <- function(x, model, T, method.param=1){
	
	y <- t(x)
  if((nrow(y)==1) && (ncol(y)==model@d)){
    z <- y #only one point
  }else{
    #many points
    if(ncol(x) == model@d) z <- x
    if(ncol(x) != model@d) z <- y
  }
	
	krig <- predict_nobias_km(object=model,newdata=as.data.frame(z),type="UK",se.compute=TRUE)
	
	mk    <- krig$mean; sk    <- krig$sd; alpha <- method.param	
	t <- (mk-T)/sk; tplus <- t + alpha; tminus <- t - alpha
	
	G <- (alpha^2 - 1 - t^2)*(pnorm(tplus)-pnorm(tminus))- 2*t*(dnorm(tplus) - dnorm(tminus))+ tplus*dnorm(tplus) - tminus*dnorm(tminus)
	G[is.nan(G)] <- 0
	crit <- G*(sk^2)
	
	return(crit)
}