Description Usage Arguments Value Author(s) References See Also
An internal function used to build kriging models included in the multi-fidelity cokriging models.
1 2 3 4 5 6 | kmCok( formula = ~1, design, response, formula.rho = ~1, Z = NULL,
covtype = "matern5_2", coef.trend = NULL, coef.cov = NULL,
coef.var = NULL, nugget = NULL, nugget.estim = FALSE,
noise.var = NULL, estim.method="MLE", penalty = NULL,
optim.method = "BFGS", lower = NULL, upper = NULL, parinit = NULL,
control = NULL, gr = TRUE, iso = FALSE, scaling = FALSE, knots = NULL)
|
formula.rho |
an object of class ( |
Z |
a vector (or 1-column matrix or data frame) containing the values of the 1-dimensional output given by the function of level k at the design points of level k-1. |
formula |
see |
design |
see |
response |
see |
covtype |
see |
coef.trend |
see |
coef.cov |
see |
coef.var |
see |
estim.method |
see |
nugget |
see |
nugget.estim |
see |
noise.var |
see |
penalty |
see |
optim.method |
see |
lower |
see |
upper |
see |
parinit |
see |
control |
see |
gr |
see |
iso |
see |
scaling |
see |
knots |
see |
An object with S4 class "kmCok"
(see kmCok-class
).
Olivier Roustant, David Ginsbourger, Ecole des Mines de St-Etienne.
Loic Le Gratiet, Universite Paris VII Denis-Diderot
KRIGE, D.G. (1951), A statistical approach to some basic mine valuation problems on the witwatersrand, J. of the Chem., Metal. and Mining Soc. of South Africa, 52 no. 6, 119-139.
MATHERON, G. (1969), Le krigeage universel, Les Cahiers du Centre de Morphologie Mathematique de Fontainebleau, 1.
RASMUSSEN, C.E. and WILLIAMS, C.K.I. (2006), Gaussian Processes for Machine Learning, the MIT Press, http://www.GaussianProcess.org/gpml
SANTNER, T.J., WILLIAMS, B.J. and NOTZ, W.I. (2003), The Design and Analysis of Computer Experiments, New York: Springer.
STEIN, L.M. (1999), Interpolation of Spatial Data, Springer Series in Statistics.
LE GRATIET, L. & GARNIER, J. (2012), Recursive co-kriging model for Design of Computer Experiments with multiple levels of fidelity, arXiv:1210.0686
LE GRATIET, L. (2012), Bayesian analysis of hierarchical multi-fidelity codes, arXiv:1112.5389
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