daceObjfunc: DACE objective function

Description Usage Arguments Value Author(s) See Also

View source: R/buildKrigingDACE.R

Description

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

Usage

1
daceObjfunc(theta, pars, what = "all")

Arguments

theta

model parameters to be evaluated

pars

model option list, as created with dacePrepareFit

what

a string: "all" both the likelihood (f) and the model list (fit) will be returned, "f" and "fit specify to return only those.

Value

A list of two elements (which are NA if what is specified accordingly)
f likelihood
fit also a list list of model variables, with the following elements:

beta

generalized least squares estimate

gamma

correlation factors

sigma2

maximum Likelihood estimate of the process variance

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 wagner@isf.de.
Porting and adaptation to R and further extensions by Martin Zaefferer martin.zaefferer@fh-koeln.de.

See Also

buildKrigingDACE daceLikelihood daceEvalFit


SPOT documentation built on Oct. 23, 2021, 1:06 a.m.