bound_profiles {profExtrema}

Bound for profile extrema quantiles

Description

The function bound_profiles computes the upper and lower bounds for the profile extrema quantiles of a Gaussian process model.

Usage

bound_profiles(objectUQ, mean_var_delta = NULL, beta = 0.0124,
  alpha = 0.025, allPsi = NULL, options_approx = NULL,
  options_full_sims = NULL)

Arguments

objectUQ

an object returned by coordProf_UQ or the object saved in obj$res_UQ, if obj is the object returned by coordinateProfiles

mean_var_delta

the profile extrema functions at options_approx$design for the mean and variance function of the difference process Z^\Delta = Z_x - \widetilde{Z}_x. Object returned by prof_mean_var_Delta.

beta

the level of confidence for the approximate simulations

alpha

the level of confidence for the bound

allPsi

optional list of matrices (dim pxd) for which to compute the profile extrema. If NULL coordinate profiles are computed.

options_approx

an optional list of options for approxMaxMin (or approxProfileExtrema if allPsi not NULL).

options_full_sims

an optional list of options for getAllMaxMin (or getProfileExtrema if allPsi not NULL). If NULL the full computations are not excuted. NOTE: this computations might be very expensive!

Value

a list containing

• bound: a list containing the upper/lower bound for profile sup and inf

• approx: a list containing the upper/lower approximate quantiles for profile sup and inf

Author(s)

Dario Azzimonti