README.md

quantile

R package for sequential quantile estimation using kriging

This package implements the method for quantile estimation described in:

T. Labopin-Richard, V. Picheny, "Sequential design of experiments for estimating quantiles of black-box functions", Statistica Sinica, 2017, doi:10.5705/ss.202016.0160

Of note: the article presents two alternatives (one based on probability, the other on variance) but only the second one is implemented here.

This is the alpha version - beware of possible bugs and incomplete documentation.



vpicheny/quantile documentation built on June 30, 2018, 12:03 a.m.