| Name : R-ARCokrig
| |
| Version : 0.1.2
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp156.7.2
| Date : 2024-09-12 10:45:33
|
| Group : Development/Libraries/Other
| Source RPM : R-ARCokrig-0.1.2-lp156.7.2.src.rpm
|
| Size : 0.69 MB
| |
| Packager : https://www_suse_com/
| |
| Summary : Autoregressive Cokriging Models for Multifidelity Codes
|
Description :
For emulating multifidelity computer models. The major methods include
univariate autoregressive cokriging and multivariate autoregressive
cokriging. The autoregressive cokriging methods are implemented for
both hierarchically nested design and non-nested design. For
hierarchically nested design, the model parameters are estimated via
standard optimization algorithms; For non-nested design, the model
parameters are estimated via Monte Carlo expectation-maximization
(MCEM) algorithms. In both cases, the priors are chosen such that the
posterior distributions are proper. Notice that the uniform priors on
range parameters in the correlation function lead to improper
posteriors. This should be avoided when Bayesian analysis is adopted.
The development of objective priors for autoregressive cokriging models
can be found in Pulong Ma (2020) < DOI:10.1137/19M1289893>. The
development of the multivariate autoregressive cokriging models with
possibly non-nested design can be found in Pulong Ma, Georgios
Karagiannis, Bledar A Konomi, Taylor G Asher, Gabriel R Toro, and
Andrew T Cox (2019) < arXiv:1909.01836>.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/15.6/x86_64 |
