Last data update: 2014.03.03

 R: Multi-Fidelity Cokriging methods for computer experiments
MuFiCokriging-packageR Documentation

Multi-Fidelity Cokriging methods for computer experiments

Description

Create multi-fidelity cokriging models using data from codes with multiple levels of fidelity.

Details

Package: MuFiCokriging
Type: Package
Version: 1.0
Date: 2012-12-21
License: GPL-3
Important functions :
MuFicokm :
Creation of a multi-fidelity cokriging model with unknown or known parameters.
predict.MuFicokm :
Prediction of a multi-fidelity cokriging model at new points (Simple and Universal cokriging).

Author(s)

Loic Le Gratiet

Maintainer: <loic.legratiet@gmail.com> - Loic Le Gratiet

Affiliations:
Universite Paris VII Denis-Diderot 75205 Paris Cedex 13
CEA, DAM, DIF, F-91297 Arpajon, France

References

KENNEDY, M.C. & O'HAGAN, A. (2000), Predicting the output from a complex computer code when fast approximations are available. Biometrika 87, 1-13

FORRESTER, A.I.J, SOBESTER A. & KEAN, A.J. (2007), Multi-Fidelity optimization via surrogate modelling. Proc. R. Soc. A 463, 3251-3269.

LE GRATIET, L. & GARNIER, J. (2012), Recursive co-kriging model for Design of Computer Experiments with multiple levels of fidelity, arXiv:1210.0686

LE GRATIET, L. (2012), Bayesian analysis of hierarchical multi-fidelity codes, arXiv:1112.5389

Results


Created & Maintained by Osamu Ogasawara (osamu.ogasawara@gmail.com) and IMSBIO