This function is a replacement of the function EI
in package DiceOptim.
EImod (x, model, plugin = NULL, type = "UK", minimization = TRUE,
envir = NULL)
a vector representing the input for which one wishes to calculate EI,
an object of class km
optional scalar: if provided, it replaces the minimum of the current observations,
"SK" or "UK" (by default), depending whether uncertainty related to trend estimation has to be taken into account,
logical specifying if EI is used in minimiziation or in maximization,
an optional environment specifying where to assign intermediate values for future gradient calculations. Default is NULL.
The expected improvement, defined as
\(EI(x) := E[( min(Y(X)) - Y(x))^{+} | Y(X)=y(X)]\),
where X is the current design of experiments and Y is the random process assumed to have generated the objective function y. If a plugin is specified, it replaces
\(min(Y(X))\)
in the previous formula.