EI {depCensoring} | R Documentation |
Expected improvement
Description
Used in the M-step (M_step.R). Note: predict(fit.krige, ...) has weird beheviour when making predictions for a single value in terms of standard error. We work around this issue in this implementation.
Usage
EI(theta, test.fun, fit.krige, theta.hash, dir)
Arguments
theta |
Vector of coefficients. |
test.fun |
Test function (cf. |
fit.krige |
Fitted Kriging model. |
theta.hash |
Tentative optimal value for theta, i.e., the largest or smallest feasible value for theta (if dir = 1 or dir = -1, respectively). A 'feasible value' is one that satisfies all moment restrictions. |
dir |
Search direction. |
Value
The expected improvement.
[Package depCensoring version 0.1.7 Index]