fanovaGraph-package {fanovaGraph}

Building Kriging models with FANOVA graphs

Description

Estimates and plots the FANOVA graph of a function to identify its interaction structure and fits a kriging model modified by the identified structure

Details

Important functions:

estimateGraph	Estimate indices for the graph, create graph structure
threshold	Set indices below a threshold to zero
plot.graphlist	Plot a given graph structure
plotDeltaJumps	Provide plots for the choice of the threshold
kmAdditive	Kriging model estimation with block-additive kernel
predictAdditive	Prediction function from Kriging model with block-additive kernel
simAdditive	Simulation from Kriging model with block-additive kernel

Author(s)

J. Fruth, T. Muehlenstaedt, O. Roustant, M. Jastrow

References

Fruth, J.; Roustant, O.; Kuhnt, S. (2013+) Total interaction index: A variance-based sensitivity index for second-order interaction screening.

Janon, A.; Klein, T.; Lagnoux-Renaudie, A.; Nodet, M.; Prieur, C. (2012+) Asymptotic normality and efficiency of two Sobol index estimators.

Liu, R.; Owen, A.B. (2006) Estimating mean dimensionality of analysis of variance decompositions, Journal of the American Statistical Association, 101 474, 712-721.

Mara, T.A (2009) Extension of the RBD-FAST method to the computation of global sensitivity indices, Reliability Engineering & System Safety, 94 no. 8, 1274-1281.

Muehlenstaedt, T.; Roustant, O.; Carraro, L.; Kuhnt, S. (2011) Data-driven Kriging models based on FANOVA-decomposition, Statistics and Computing.

Sobol', I. M. (1993) Sensitivity estimates for nonlinear mathematical models, Mathematical Modeling and Computational Experiment, 1, 407-414.

See Also

DiceKriging, sensitivity, igraph

Examples

#demo(ExampleIshigami)
#demo(Example6D)
#demo(Estimation)
#demo(Threshold)