R/dgp_hart6sc.R

Defines functions dgp.hart6sc hart6sc

# d <- dgp.hart6sc(NULL, 10000)
# summary(d[[2]])

hart6sc <- function(xx)
{
  ##########################################################################
  #
  # HARTMANN 6-DIMENSIONAL FUNCTION, RESCALED
  #
  # Authors: Sonja Surjanovic, Simon Fraser University
  #          Derek Bingham, Simon Fraser University
  # Questions/Comments: Please email Derek Bingham at dbingham@stat.sfu.ca.
  #
  # Copyright 2013. Derek Bingham, Simon Fraser University.
  #
  # THERE IS NO WARRANTY, EXPRESS OR IMPLIED. WE DO NOT ASSUME ANY LIABILITY
  # FOR THE USE OF THIS SOFTWARE.  If software is modified to produce
  # derivative works, such modified software should be clearly marked.
  # Additionally, this program is free software; you can redistribute it
  # and/or modify it under the terms of the GNU General Public License as
  # published by the Free Software Foundation; version 2.0 of the License.
  # Accordingly, this program is distributed in the hope that it will be
  # useful, but WITHOUT ANY WARRANTY; without even the implied warranty
  # of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
  # General Public License for more details.
  #
  # For function details and reference information, see:
  # http://www.sfu.ca/~ssurjano/
  #
  ##########################################################################
  #
  # INPUT:
  #
  # xx = c(x1, x2, x3, x4, x5, x6)
  #
  ##########################################################################

  alpha <- c(1.0, 1.2, 3.0, 3.2)
  A <- c(10, 3, 17, 3.5, 1.7, 8,
         0.05, 10, 17, 0.1, 8, 14,
         3, 3.5, 1.7, 10, 17, 8,
         17, 8, 0.05, 10, 0.1, 14)
  A <- matrix(A, 4, 6, byrow=TRUE)
  P <- 10^(-4) * c(1312, 1696, 5569, 124, 8283, 5886,
                   2329, 4135, 8307, 3736, 1004, 9991,
                   2348, 1451, 3522, 2883, 3047, 6650,
                   4047, 8828, 8732, 5743, 1091, 381)
  P <- matrix(P, 4, 6, byrow=TRUE)

  xxmat <- matrix(rep(xx,times=4), 4, 6, byrow=TRUE)
  inner <- rowSums(A[,1:6]*(xxmat-P[,1:6])^2)
  outer <- sum(alpha * exp(-inner))

  y <- -outer
  return(y)
}


dgp.hart6sc <- function(box, n.points, distr = "laths", nval = 5, pts = 0, use.pts = FALSE, thr = 1){

  dim <- 6
  if(is.null(box)){
    box <- matrix(c(rep(0, dim), rep(1, dim)), nrow = 2, byrow = TRUE)
  }

  if(use.pts){
    if(ncol(pts) != dim) stop(paste0("pts should have ", dim, " dimensions"))
    d <- pts
  } else {
    if(ncol(box) != dim) stop(paste0("box should have ", dim, " dimensions"))
    d <- get.data(box, n.points, distr, nval)
  }

  y <- apply(d, 1, hart6sc)
  y <- -log(-y)
  y <- ifelse(y < thr, 1, 0)

  return(list(d, y))
}
Arzik1987/PRIMre documentation built on June 10, 2021, 2:31 a.m.