daceStartParameters: Start parameter setup DACE

In SPOT: Sequential Parameter Optimization Toolbox

Start parameter setup DACE

Description

This function returns a starting guess for theta, as well as suitable lower and upper bounds. The result depends on dimensionality of the problem, number of design points, the nugget value and the choice of correlation function.

Usage

daceStartParameters(n, m, nugget, corr)

Arguments

n	number of known design points
m	dimension (length) of each point
nugget	Value for nugget. Default is -1, which means the nugget will be optimized during MLE. In that case, a lower limit of 0.5 and an upper limit of 1 as well as a starting value of 0.999 will added to the three output vectors (theta, lower and upper bounds). 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 with the following elements:
theta Starting point for the internal parameter estimation
lb lower bound
ub upper bound

See Also

buildKrigingDACE

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