cckm: Fit Mixed Inputs Kriging Model

Description Usage Arguments

Description

Given mixed continuous and categorical design points x and a continuous output y, fit an extended Kriging model. There a several methods available for handling the categorical inputs. The optimal parameter set is estimated via Maximum Likelihood Estimation.

Usage

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cckm(x, y, cat.type, cont.type = "matern", nu = 2.5, pars.init = NULL,
  info = TRUE)

Arguments

x

[data.frame]
Mixed continuous and categorical input points.

y

[data.frame]
Continuous output variable.

cat.type

[character(1)]
Which method should be used for the categorical inputs? Possible choices:

“EC”: Exchangeable Correlation
“MC”: Multiplicative Correlation
“UC”: Hypersphere Decomposition-Based Unrestrictive Correlation
“TMC”: Toeplitz Matrix Multiplication-Based Correlation
cont.type

[character(1)]
Which correlation function should be used for the continuous inputs? Possible choices: “matern” : Matern correlation function

nu

[numeric(1)]
Parameter nu for the Matern correlation function. Defaults to 2.5.

pars.init

[numeric]
Optional vector of initial paramters for the optimization. Defaults to NULL, which means the best of 100 randomly generated parameter settings is used as the initial setting.

info

[logical(1)]
Should extra information be printed to the console? Default is TRUE.


dominikkirchhoff/CCKriging documentation built on May 19, 2019, 4:05 p.m.