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SPOT (version 2.11.10)

daceObjfunc: DACE objective function

Description

Evaluate the fit of a certain set of model parameters (theta), and get all relevant variables of the model.

Usage

daceObjfunc(theta, pars, what = "all")

Arguments

theta

model parameters to be evaluated

pars

model option list, as created with dacePrepareFit

what

a string: "all" both the likelihood (f) and the model list (fit) will be returned, "f" and "fit specify to return only those.

Value

A list of two elements (which are NA if what is specified accordingly) f likelihood fit also a list list of model variables, with the following elements:

beta

generalized least squares estimate

gamma

correlation factors

sigma2

maximum Likelihood estimate of the process variance

C

Cholesky factor of correlation matrix

Ft

Decorrelated regression matrix

G

From QR factorization: Ft = Q*t(G)

See Also

buildKrigingDACE daceLikelihood daceEvalFit