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SACOBRA (version 1.2)

trainCubicRBF: Fit cubic RBF interpolation to training data X for d>1.

Description

The model at a point \(z=(z_1,...,z_d)\) is fitted using n sample points \(x_1, ..., x_n\)

$$ s(z) = \lambda_1*\Phi(||z-x_1||)+... +\lambda_n*\Phi(||z-x_n||) + c_0 + c_1*z_1 + ... + c_d*z_d $$

where \(\Phi(r)=r^3\) denotes the cubic radial basis function. The coefficients \(\lambda_1, ..., \lambda_n, c_0, c_1, ..., c_d\) are determined by this training procedure. This is for the default case squares==FALSE. In case squares==TRUE there are d additional pure square terms and the model is

$$ s_{sq}(z) = s(z) + c_{d+1}*z_1^2 + ... + c_{d+d}*z_d^2 $$

In case ptail==FALSE the polynomial tail (all coefficients \(c_i\)) is omitted completely.

Usage

trainCubicRBF(
  xp,
  U,
  ptail = TRUE,
  squares = FALSE,
  rho = 0,
  DEBUG2 = FALSE,
  width = NA
)

Arguments

xp

n points \(x_i\) of dimension d are arranged in (n x d) matrix xp

U

vector of length n, containing samples \(f(x_i)\) of the scalar function \(f\) to be fitted - or - (n x m) matrix, where each column 1,...,m contains one vector of samples \(f_j(x_i)\) for the m'th model, j=1,...,m

ptail

[TRUE] flag, see description

squares

[FALSE] flag, see description

rho

[0.0] experimental: 0: interpolating, >0, approximating (spline-like) Gaussian RBFs

DEBUG2

[FALSE] if TRUE, save M and rhs on return value

width

[NA] non relevant for the parameter-free cubic RBF

Value

rbf.model, an object of class RBFinter, which is basically a list with elements:

coef

(n+d+1 x m) matrix holding in column m the coefficients for the m'th model: \(\lambda_1, ..., \lambda_n, c_0, c_1, ..., c_d\). In case squares==TRUE it is an (n+2d+1 x m) matrix holding additionally the coefficients \(c_{d+1}, ..., c_{d+d}\).

xp

matrix xp

d

size of the polynomial tail. If length(d)==0 it means no polynomial tail will be used for the model. In case of ptail==T && squares==F d will be dimension+1 and in case of ptail==T && squares==T d will be 2*dimension+1

npts

number n of points \(x_i\)

ptail

TRUE or FALSE (see description)

squares

TRUE or FALSE (see description)

type

"CUBIC"

width

NA, irrelevant for the parameter-free cubic RBF

Details

The linear equation system is solved via SVD inversion. Near-zero elements in the diagonal matrix \(D\) are set to zero in \(D^{-1}\). This is numerically stable for rank-deficient systems.

See Also

trainGaussRBF, trainMQRBF predict.RBFinter, interpRBF