corrnoisykriging: Correlation: Noisy Kriging

In bartzbeielstein/SPOT: Sequential Parameter Optimization Toolbox

Description

Noisy Kriging correlation function using nuggets

Usage

corrnoisykriging(theta, d, ret = "all")

Arguments

theta	parameters in the correlation function
d	m*n matrix with differences between given data points
ret	A string. If set to "all" or "dr", the derivative of r (dr) will be returned, else dr is NA.

Value

returns a list with two elements:

r	correlation
dr	m*n matrix with the Jacobian of r at x. It is assumed that x is given implicitly by d[i,] = x - S[i,], where S[i,] is the i'th design site.

Author(s)

The authors of the original DACE Matlab code are Hans Bruun Nielsen, Soren Nymand Lophaven and Jacob Sondergaard.
Extension of the Matlab code by Tobias Wagner [e-mail].
Ported to R by Martin Zaefferer [e-mail].

See Also

buildKrigingDACE

bartzbeielstein/SPOT documentation built on June 13, 2020, 5:58 p.m.