threshold: Threshold indices In fanovaGraph: Building Kriging Models from FANOVA Graphs

Description

All indices below a treshold are set to be zero.

Usage

 `1` ```threshold(graphlist, delta, scaled = TRUE, robust = FALSE) ```

Arguments

 `graphlist` an object of class `graphlist` as obtained from `estimateGraph` `delta` numeric threshold, between 0 and 1 if `scaled = TRUE` `scaled` optional boolean, if TRUE, indices are normalized by the overall variance before for threshold cut, defaults to TRUE `robust` optional boolean, if TRUE, upper confidence intervals limits are used for the threshold cut instead of indices themselves, confidence intervals must be provided in `graphlist`, defaults to FALSE

Value

an object of class `graphlist` where the indices are thresholded the clique structure is updated respectively, see `estimateGraph` for a detailed description

Warning

The threshold cut is by default performed on scaled indices. For a cut on the original unscaled indices set `scaled = FALSE`.

Author(s)

J. Fruth, T. Muehlenstaedt, O. Roustant

References

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

Examples

 ``` 1 2 3 4 5 6 7 8 9 10 11 12``` ```# Kriging model prediction x <- matrix(runif(100*3,-pi,pi),100,3) KM <- km(~1, design = data.frame(x), response = ishigami.fun(x)) krigingMean <- function(Xnew) predict(object = KM, newdata = Xnew, type = "UK", se.compute = FALSE, checkNames = FALSE)\$mean # full graph estimation g <- estimateGraph(krigingMean, d=3, n.tot=10000, q.arg=list(min=-pi, max=pi)) print(g[c(2,6)]) # threshold graph g.cut <- threshold(g, delta = 0.1) print(g.cut[c(2,6)]) ```

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