DiceKriging, DiceOptim: Two R Packages for the Analysis of Computer Experiments by Kriging-Based Metamodeling and Optimization

DiceKriging, DiceOptim: Two R Packages for the Analysis of Computer Experiments by Kriging-Based Metamodeling and Optimization

We present two recently released R packages, DiceKriging and DiceOptim, for the approximation and the optimization of expensive-to-evaluate deterministic functions. Following a self-contained mini tutorial on Kriging-based approximation and optimization, the functionalities of both packages are deta...

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Bibliographic Details
Main Authors: Olivier Roustant, David Ginsbourger, Yves Deville
Format: Article
Language:English
Published: Foundation for Open Access Statistics 2012-10-01
Series:Journal of Statistical Software
Subjects:
computer experiments
Gaussian processes
global optimization
Online Access:http://www.jstatsoft.org/v51/i01/paper

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