Kriging-Based Inversion for Deterministic and Noisy Computer Experiments

[Up] [Top]

Documentation for package ‘KrigInv’ version 1.4.2

Help Pages

bichon_optim Bichon et al.'s Expected Feasibility criterion
computeQuickKrigcov Quick computation of kriging covariances
computeRealVolumeConstant A constant used to calculate the expected excursion set's volume variance
EGI Efficient Global Inversion: sequential inversion algorithm based on Kriging.
EGIparallel Efficient Global Inversion: parallel version to get batchsize locations at each iteration
excursion_probability Excursion probability with one or many thresholds
integration_design Construction of a sample of integration points and weights
jn_optim_parallel Parallel jn criterion
jn_optim_parallel2 Parallel jn criterion
KrigInv Kriging-Based Inversion for Deterministic and Noisy Computer Experiments
max_futureVol_parallel Maximize parallel volume criterion
max_infill_criterion Optimizer for the infill criteria
max_sur_parallel Minimizer of the parallel '"sur"' or '"jn"' criterion
max_timse_parallel Minimizer of the parallel timse criterion
max_vorob_parallel Minimizer of the parallel vorob criterion
precomputeUpdateData Useful precomputations to quickly update kriging mean and variance
predict_nobias_km Kriging predictions
predict_update_km_parallel Quick update of kriging means and variances when one or many new points are added to the DOE.
print_uncertainty Prints a measure of uncertainty for a function of any dimension.
print_uncertainty_1d Prints a measure of uncertainty for 1d function.
print_uncertainty_2d Prints a measure of uncertainty for 2d function.
print_uncertainty_nd Print a measure of uncertainty for functions with dimension d strictly larger than 2.
ranjan_optim Ranjan et al.'s Expected Improvement criterion
sur_optim_parallel Parallel sur criterion
sur_optim_parallel2 Parallel sur criterion
timse_optim_parallel Parallel targeted IMSE criterion
timse_optim_parallel2 Parallel timse criterion
tmse_optim Targeted MSE criterion
tsee_optim Two Sided Expected Exceedance criterion
vorobVol_optim_parallel Compute volume criterion
vorobVol_optim_parallel2 Compute volume criterion
vorob_optim_parallel Parallel Vorob'ev criterion
vorob_optim_parallel2 Parallel Vorob'ev criterion
vorob_threshold Calculation of the Vorob'ev threshold