fanovaGraph-package: Building Kriging models with FANOVA graphs

Description Details Author(s) References See Also Examples

Description

Estimates and plots the FANOVA graph of a function to identify its interaction structure and fits a kriging model modified by the identified structure

Details

Important functions:

estimateGraph Estimate indices for the graph, create graph structure
threshold Set indices below a threshold to zero
plot.graphlist Plot a given graph structure
plotDeltaJumps Provide plots for the choice of the threshold
kmAdditive Kriging model estimation with block-additive kernel
predictAdditive Prediction function from Kriging model with block-additive kernel
simAdditive Simulation from Kriging model with block-additive kernel

Author(s)

J. Fruth, T. Muehlenstaedt, O. Roustant, M. Jastrow

References

Fruth, J.; Roustant, O.; Kuhnt, S. (2013+) Total interaction index: A variance-based sensitivity index for second-order interaction screening.

Janon, A.; Klein, T.; Lagnoux-Renaudie, A.; Nodet, M.; Prieur, C. (2012+) Asymptotic normality and efficiency of two Sobol index estimators.

Liu, R.; Owen, A.B. (2006) Estimating mean dimensionality of analysis of variance decompositions, Journal of the American Statistical Association, 101 474, 712-721.

Mara, T.A (2009) Extension of the RBD-FAST method to the computation of global sensitivity indices, Reliability Engineering & System Safety, 94 no. 8, 1274-1281.

Muehlenstaedt, T.; Roustant, O.; Carraro, L.; Kuhnt, S. (2011) Data-driven Kriging models based on FANOVA-decomposition, Statistics and Computing.

Sobol', I. M. (1993) Sensitivity estimates for nonlinear mathematical models, Mathematical Modeling and Computational Experiment, 1, 407-414.

See Also

DiceKriging, sensitivity, igraph

Examples

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#demo(ExampleIshigami)
#demo(Example6D)
#demo(Estimation)
#demo(Threshold)

Example output

Loading required package: sensitivity
Loading required package: igraph

Attaching package: 'igraph'

The following objects are masked from 'package:stats':

    decompose, spectrum

The following object is masked from 'package:base':

    union

Loading required package: DiceKriging
Warning message:
no DISPLAY variable so Tk is not available 

fanovaGraph documentation built on Oct. 23, 2020, 5:46 p.m.