nextLOCsample: Generate a random sample of points

Description Usage Arguments Details Value Author(s) Examples

View source: R/qsOpt.R

Description

Generate a random sample of points as a set of candidates for evaluation

Usage

1
nextLOCsample(S, x, n, lb, ub, pmin = 0.05, invert = FALSE)

Arguments

S

variance matrix of sample points (usually chosen as the information matrix)

x

an approximate root as the mean value if the MVN distribution

n

number of points to sample

lb

vector of lower bounds of the hypercube

ub

vector of upper bounds of the hypercube

pmin

minimum required probability to cover the hypercube (parameter space)

invert

optional, invert=FALSE (default) for no inversion of 'S'

Details

The function generates a random sample of points with mean and variance given by 'x' and 'S', respectively, according to a (truncated) multivariate normal distribution (using rejection sampling) to match the parameter space given by the lower and upper bound vectors.

Value

Matrix of sampled locations.

Author(s)

M. Baaske

Examples

1
2
 X <- nextLOCsample(matrix(c(1,0,0,1),nr=2), c(0,0), 10, c(-0.5,-0.5), c(0.5,0.5))
 

mbaaske/qle documentation built on May 27, 2019, midnight