getProfileSup_optim

\(p\) dimensional point where the function is to be evaluated

projection matrix of dimensions <code>p x d</code>

function to be optimized (takes a vector y of dimension d and returns a real number)

derivative of f (same format, returning a \(d\) dimensional vector)

fprime

a list containing the options to be passed to optim:<ul>
<li><code>par:</code>contains the starting point (a point in dimension d-1)</li>
<li><code>lower:</code> the lower bounds for the optimization domain (see optim for details)</li>
<li><code>upper:</code>the upper bounds for the optimization domain (see optim for details)</li>
</ul>

options

Compute profile sup function for an arbitrary matrix <code>Psi</code> with the L-BFGS-B algorithm of <a rd-options="stats" href="/link/optim?package=profExtrema&version=0.2.1&to=stats" data-mini-rdoc="stats::optim">optim</a>.

Computes profile extrema functions for arbitrary functions. If the function is expensive-to-evaluate it computes profile extrema by emulating the function with a Gaussian process (using package 'DiceKriging'). In this case uncertainty quantification on the profile extrema can also be computed. The different plotting functions for profile extrema give the user a tool to better locate excursion sets.

Dario Azzimonti

profExtrema

Compute and Visualize Profile Extrema Functions

getProfileSup_optim function

Compute profile sup function for an arbitrary matrix <code>Psi</code> with the L-BFGS-B algorithm of <a rd-options='stats' href='optim'>optim</a>.

getProfileSup_optim: Generic profile sup function computation with optim

Description

Usage

Arguments

Value

See Also