daceGetFit: Get DACE fit

In SPOT: Sequential Parameter Optimization Toolbox

Get DACE fit

Description

Evaluate the fit of a certain set of model parameters (theta), and get all relevant variables of the model.

Usage

daceGetFit(theta, pars)

Arguments

theta	model parameters to be evaluated
pars	model option list, as created with dacePrepareFit

Value

list of model variables, with the following elements:
regr regression function used
corr correlation function used
theta model parameters
beta generalized least squares estimate
gamma correlation factors
sigma2 maximum Likelihood estimate of the process variance
S scaled design points
Ssc scaling factors for design arguments
Y scaled observations
Ysc scaling factors for design ordinates
C Cholesky factor of correlation matrix
Ft Decorrelated regression matrix
G From QR factorization: Ft = Q*t(G)

Author(s)

The authors of the original DACE Matlab code are Hans Bruun Nielsen, Soren Nymand Lophaven and Jacob Sondergaard.
Extension of the Matlab code by Tobias Wagner [e-mail].
Porting and adaptation to R and further extensions by Martin Zaefferer [e-mail].

See Also

buildKrigingDACE daceLikelihood daceEvalFit

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