estimateSUR: EstimateSUR

In clemlaflemme/test: Methods in Structural Reliability

Description

A function for estimating a SUR criterion with a realisation of a PPP

Usage

estimateSUR(
  PPP,
  xi_PPP_X,
  integrated = TRUE,
  N_ppp,
  method = "discrete",
  SUR_pop,
  r = N.batch,
  optimcontrol = list(pop.size = 50 * d, max.generations = 10 * d),
  approx.pnorm,
  J = 0,
  N.batch = foreach::getDoParWorkers(),
  verbose = 0,
  ...
)

Arguments

PPP	the Poisson point process generated to get alpha.
xi_PPP_X	the output of xi(cbind(PPP$X, PPP$final_X)).
integrated	boolean to specify of SUR criterion is standard or integrated.
N_ppp	the number of Poisson processes used for the SUR criterion estimation.
method	eiter "genoud" for an optimisation using the package rgenoud or "discrete" for a discrete search over SUR_pop.
SUR_pop	if optimcontrol$method=="discrete", SUR_pop is the population onto which minimizer is sought. Should be a matrix d x n.
r	number of points to be added to the DoE.
optimcontrol	a list of control parameters for the optimisation of the SUR criterion using the rgenoud package.
approx.pnorm	(optional) an approximation of base pnorm function running faster.
J	the center of an interval of size 8 for pnorm approximation.
N.batch	Number of batchs for parallel computation.
verbose	to control the print level of the algorithm
...	further arguments to be passed to fSUR.

Value

a list containing the points minimising the criterion

clemlaflemme/test documentation built on Jan. 3, 2020, 9:14 a.m.