daceFixTheta: Fix model parameters DACE

In SPOT: Sequential Parameter Optimization Toolbox

Fix model parameters DACE

Description

This function fixes theta (model parameter vector) after optimization. That is, if a value was optimized on a logarithmic scale: theta=10^theta. The result depends on dimensionality of the problem, the nugget value and the choice of correlation function.

Usage

daceFixTheta(m, bestTheta, nugget, corr)

Arguments

m	dimension (length) of each point
bestTheta	the theta value found during MLE
nugget	Value for nugget. Default is -1, which means the nugget was be optimized during MLE. In this case, it is part of bestTheta. Otherwise, nugget is appended to the theta vector. This is only relevant for correlation functions that use a nugget (corrnoisygauss,corrnoisykriging )
corr	The choice of correlation function (which defines the length and values of theta and bounds): corrnoisykriging (default), corrkriging, corrnoisygauss, corrgauss, correxp, correxpg, corrlin, corrcubic,corrspherical,corrspline. Can also be user supplied (if in the right form).

Value

returns a list: thetaConv the fixed theta vector (all model parameters) theta vector of activity parameters theta p vector of exponents p(NULL if not used in correlation function) lambda nugget value lambda (NULL if not used in correlation function)

See Also

buildKrigingDACE

SPOT documentation built on June 26, 2022, 1:06 a.m.