Wynn {docopulae}

Wynn

Description

Wynn finds an optimal design using a sensitivity function and a Wynn-algorithm.

Usage

Wynn(sensF, tol, maxIter = 10000)

Arguments

sensF

function(x=NULL, desw=NULL, desx=NULL, mod=NULL), a sensitivity function. It's attribute "defaults" shall contain identical x and desx, and sensF(desw=w) shall return sensitivities corresponding to each point in x.

tol

the tolerance level regarding the sensitivities.

maxIter

the maximum number of iterations.

Details

See Dsensitivity and it's return value for a reference implementation of a function complying with the requirements for sensF.

The algorithm starts from a uniform weight design. In each iteration weight is redistributed to the point which has the highest sensitivity. Sequence: 1/i. The algorithm stops when all sensitivities are below a specified tolerance level or the maximum number of iterations is reached.

Value

Wynn returns an object of class "desigh". See design for its structural definition.

References

Wynn, Henry P. (1970) The Sequential Generation of D-Optimum Experimental Designs. The Annals of Mathematical Statistics, 41(5):1655-1664.

See Also

Dsensitivity, design

Examples

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