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KrigInv (version 1.4.2)

Kriging-Based Inversion for Deterministic and Noisy Computer Experiments

Description

Criteria and algorithms for sequentially estimating level sets of a multivariate numerical function, possibly observed with noise.

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Version

Install

install.packages('KrigInv')

Monthly Downloads

867

Version

1.4.2

License

GPL-3

Maintainer

Dario Azzimonti

Last Published

September 9th, 2022

Functions in KrigInv (1.4.2)

KrigInv-package

Kriging-Based Inversion for Deterministic and Noisy Computer Experiments
excursion_probability

Excursion probability with one or many thresholds
bichon_optim

Bichon et al.'s Expected Feasibility criterion
jn_optim_parallel2

Parallel jn criterion
computeRealVolumeConstant

A constant used to calculate the expected excursion set's volume variance
EGI

Efficient Global Inversion: sequential inversion algorithm based on Kriging.
integration_design

Construction of a sample of integration points and weights
EGIparallel

Efficient Global Inversion: parallel version to get batchsize locations at each iteration
jn_optim_parallel

Parallel jn criterion
computeQuickKrigcov

Quick computation of kriging covariances
max_futureVol_parallel

Maximize parallel volume criterion
max_timse_parallel

Minimizer of the parallel timse criterion
predict_update_km_parallel

Quick update of kriging means and variances when one or many new points are added to the DOE.
precomputeUpdateData

Useful precomputations to quickly update kriging mean and variance
print_uncertainty

Prints a measure of uncertainty for a function of any dimension.
max_sur_parallel

Minimizer of the parallel "sur" or "jn" criterion
max_infill_criterion

Optimizer for the infill criteria
print_uncertainty_1d

Prints a measure of uncertainty for 1d function.
max_vorob_parallel

Minimizer of the parallel vorob criterion
predict_nobias_km

Kriging predictions
sur_optim_parallel2

Parallel sur criterion
ranjan_optim

Ranjan et al.'s Expected Improvement criterion
vorobVol_optim_parallel

Compute volume criterion
tmse_optim

Targeted MSE criterion
print_uncertainty_nd

Print a measure of uncertainty for functions with dimension d strictly larger than 2.
timse_optim_parallel

Parallel targeted IMSE criterion
print_uncertainty_2d

Prints a measure of uncertainty for 2d function.
timse_optim_parallel2

Parallel timse criterion
sur_optim_parallel

Parallel sur criterion
tsee_optim

Two Sided Expected Exceedance criterion
vorob_optim_parallel

Parallel Vorob'ev criterion
vorobVol_optim_parallel2

Compute volume criterion
vorob_threshold

Calculation of the Vorob'ev threshold
vorob_optim_parallel2

Parallel Vorob'ev criterion