osp.seq.batch.design.simplified: Adaptive Batch design for optimal stopping (simplified...
In mludkov/mlOSP: Machine Learning and Regression Monte Carlo Algorithms for Optimal Stopping
View source: R/ospSeqBatchDesignSimplified.R
osp.seq.batch.design.simplified R Documentation
Adaptive Batch design for optimal stopping (simplified version)
Description
Adaptive Batch design for optimal stopping (simplified version)
Usage
osp.seq.batch.design.simplified(model, method = "km")
Arguments
model
a list containing all model parameters
method
km to select the GP emulator to apply
Details
Implements the adaptive batching strategy defined in batch.heuristic with model defined in method.
Value
a list containing:
-
fit a list of fitted response surfaces
-
ndesigns: number of design size k_T
-
batches: matrix of replications r_i
mludkov/mlOSP documentation built on April 29, 2023, 7:56 p.m.
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View source: R/ospSeqBatchDesignSimplified.R
| osp.seq.batch.design.simplified | R Documentation |
Adaptive Batch design for optimal stopping (simplified version)
Description
Adaptive Batch design for optimal stopping (simplified version)
Usage
osp.seq.batch.design.simplified(model, method = "km")
Arguments
model |
a list containing all model parameters |
method |
|
Details
Implements the adaptive batching strategy defined in batch.heuristic with model defined in method.
Value
a list containing:
-
fita list of fitted response surfaces -
ndesigns: number of design size k_T -
batches: matrix of replications r_i
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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