km1Nugget.init {DiceKriging}R Documentation

Fitting Kriging Models

Description

km1Nugget.init is used to give good initial values to fit kriging models when there is an unknown nugget effect to be estimated.

Usage

km1Nugget.init(model)

Arguments

model an object of class km.

Details

The procedure can be summarized in 4 stages :
1) Compute the variogram and deduce a first estimation of the total variance. If an initial value is provided for nugget, check its compatibility with the estimated variance. If not, use again the variogram to give a first estimation of the nugget effect.
2) Simulate several values for the nugget effect and the process variance, around the estimations obtained at stage 1). The number of simulations is the one given in model@control$pop.size.
3) If no initial value is provided for the other covariance parameters, simulate them uniformly inside the domain delimited by model@lower and model@upper. The number of simulations is the same as in stage 2).
4) Compute the likelihood at each simulated "point" (variance + nugget effect + other covariance parameters), and take the best one. This point gives the first initial values.

Value

An object of class km.

Author(s)

O. Roustant, David Ginsbourger, Ecole des Mines de St-Etienne.

See Also

km, km1Nugget


[Package DiceKriging version 1.0 Index]