deriv_crit_EI: Derivative of EI criterion for GP models

In hetGP: Heteroskedastic Gaussian Process Modeling and Design under Replication

Derivative of EI criterion for GP models

Description

Derivative of EI criterion for GP models

Usage

deriv_crit_EI(x, model, cst = NULL, preds = NULL)

Arguments

x	matrix for the new design (size 1 x d)
model	homGP or hetGP model
cst	threshold for contour criteria
preds	pre-computed preds for contour criteria

References

Ginsbourger, D. Multiples metamodeles pour l'approximation et l'optimisation de fonctions numeriques multivariables Ecole Nationale Superieure des Mines de Saint-Etienne, Ecole Nationale Superieure des Mines de Saint-Etienne, 2009

Roustant, O., Ginsbourger, D., DiceKriging, DiceOptim: Two R packages for the analysis of computer experiments by kriging-based metamodeling and optimization, Journal of Statistical Software, 2012

See Also

crit_EI for the criterion

hetGP documentation built on Oct. 3, 2023, 1:07 a.m.