estimate.GP: Estimate the parameters of the metamodel error estimating GP.

In peterrobertcurtis/SSM: Fit and Analyze Smooth Supersaturated Models

Description

This function estimates the parameters of the metamodel error estimating Gaussian process using maximum likelihood methods to identify the length parameter r of the given correlation function.

Usage

estimate.GP(ssm, type)

Arguments

ssm	An SSM object.
type	Character. Specifies the correlation function to use. Either "exp" for squared exponential or "Matern32" for Matern 3/2. Anything else will result in the use of a squared exponential correlation function.#'

Details

Since the concentrated likelihood function is often flat, this function calls optimize several times using different search intervals to avoid cases when the optimize algorithm misses maxima when the interval is too large.

The scaling parameter sigma is found analytically once r has been determined.

Value

An SSM object that is the same as the input except with estimates for r and sigma in the appropriate slots.

peterrobertcurtis/SSM documentation built on May 25, 2019, 2:10 a.m.