Description Usage Arguments Examples
Computes a lower bound on the maximum uncertainty by evaluating the pointwise error at corners of the domain.
1 | corners.uncertainty.bound(X, f.X, K.hat, n = 5000, first.corner = 0)
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X |
a matrix whose rows are points where f is observed |
f.X |
a vector whose values are f evaluated at each row of X |
K.hat |
the empirical Lipschitz constant of f |
n |
the number of consecutive corners to consider. Defaults to 5000. |
first.corner |
the first corner to consider. Defaults to 0. |
1 2 3 4 5 | X <- expand.grid(1:9, 1:9) / 10
f <- function(x) sin(x[1]) + cos(x[2])
f.X <- apply(X, 1, f)
K.hat <- find.K.hat(X, f.X)
corners.uncertainty.bound(X, f.X, K.hat)
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