Kriging-based Inversion for Deterministic and Noisy Computer Experiments

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Documentation for package ‘KrigInv’ version 1.3.1

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bichon_optim Bichon et al.'s Expected Feasibility criterion
computeAuxVariables_noChol Auxiliary variables for kriging
computeAuxVariables_update Auxiliary variables in an update_km procedure
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.
integration_design Construction of a sample of integration points and weights
jn_optim jn criterion optimization
KrigInv Kriging-based inversion of deterministic and stochastic computer codes
max_infill_criterion Optimizer for the infill criteria
max_sur Minimizer of the sur criterion
max_sur_parallel Minimizer of the parallel sur criterion
max_timse Minimizer of the IMSE or targeted IMSE criterion
max_timse_parallel Minimizer of the parallel timse criterion
max_vorob_parallel Minimizer of the parallel vorob criterion
precomputeUpdateData Useful data to quickly update kriging mean and variance
predict_nobias_km Kriging predictions without any adjustment factor for the kriging variances
predict_update_km Quick computation of updated kriging means and variances.
predict_update_km_parallel Quick update of kriging means and variances when many new points are added.
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 higher than 2.
ranjan_optim Ranjan et al.'s Expected Improvement criterion
sur_optim sur criterion
sur_optim_parallel Parallel sur criterion
sur_optim_parallel2 Parallel sur criterion
timse_optim Targeted IMSE 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
update_km Update of a kriging model
vorob_optim_parallel Parallel Vorob'ev criterion
vorob_optim_parallel2 Parallel Vorob'ev criterion
vorob_threshold Calculation of the Vorob'ev threshold