The function bound_profiles computes the upper and lower bounds for the profile extrema quantiles of a Gaussian process model.
bound_profiles(objectUQ, mean_var_delta = NULL, beta = 0.0124,
alpha = 0.025, allPsi = NULL, options_approx = NULL,
options_full_sims = NULL)an object returned by coordProf_UQ or the object saved in obj$res_UQ, if obj is the object returned by coordinateProfiles
the profile extrema functions at options_approx$design for the mean and variance function of the difference process \(Z^\Delta = Z_x - \widetilde{Z}_x\). Object returned by prof_mean_var_Delta.
the level of confidence for the approximate simulations
the level of confidence for the bound
optional list of matrices (dim \(pxd\)) for which to compute the profile extrema. If NULL coordinate profiles are computed.
an optional list of options for approxMaxMin (or approxProfileExtrema if allPsi not NULL).
an optional list of options for getAllMaxMin (or getProfileExtrema if allPsi not NULL). If NULL the full computations are not excuted. NOTE: this computations might be very expensive!
a list containing
bound: a list containing the upper/lower bound for profile sup and inf
approx: a list containing the upper/lower approximate quantiles for profile sup and inf