upper.bound.max.uncertainty: Computes an upper bound on the maximum uncertainty within the...
In jeff-regier/MiniMiniMaxUQ: Mini-Minimax Uncertainty Quantification for Emulators

Computes an upper bound on the maximum uncertainty within the specified box.

1	upper.bound.max.uncertainty(X, f.X, K.hat, box = NULL)

`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
`box`	the top-left corner and the bottom-right corner of a hypercube contained in the domain. Defaults to [0,1]^p.

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)
upper.bound.max.uncertainty(X, f.X, K.hat)