km1Nugget {DiceKriging}R Documentation

Fitting Kriging Models

Description

km1Nugget is used to fit kriging models with an unknown nugget effect. This function should not be called directly, due to the environments defined in km to avoid computing twice nxn matrices. Call km instead and specify the item nugget.

Usage

km1Nugget(model, envir)

Arguments

model an object of class km.
envir an environment specifying where to assign intermediate values for future gradient calculations.

Value

An object of class km.

Note

When a nugget effect is to be estimated, optimization if performed with respect to the correlation parameters and alpha = sigma^2/(sigma^2 + delta^2), with sigma^2 the variance of unnoisy part, and delta^2 the noise variance. Thus, alpha is the proportion of variance explained by the unnoisy part of the process. It can easily be shown that all other parameters ML estimators are function of the correlation parameters and alpha estimators.

Author(s)

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

See Also

km1Nugget.init, km, kmNoNugget, kmNuggets


[Package DiceKriging version 1.0 Index]