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For emulating multifidelity computer models. The major methods include univariate autoregressive cokriging and multivariate autoregressive cokriging. The autoregressive cokriging methods are implemented for both hierarchically nested design and non-nested design. For hierarchically nested design, the model parameters are estimated via standard optimization algorithms; For non-nested design, the model parameters are estimated via Monte Carlo expectation-maximization (MCEM) algorithms. In both cases, the priors are chosen such that the posterior distributions are proper. Notice that the uniform priors on range parameters in the correlation function lead to improper posteriors. This should be avoided when Bayesian analysis is adopted. The development of objective priors for autoregressive cokriging models can be found in Pulong Ma (2020) <doi:10.1137/19M1289893>. The development of the multivariate autoregressive cokriging models with possibly non-nested design can be found in Pulong Ma, Georgios Karagiannis, Bledar A Konomi, Taylor G Asher, Gabriel R Toro, and Andrew T Cox (2019) <doi:10.48550/arXiv.1909.01836>.
| Version: | 0.1.2 |
| Depends: | R (≥ 3.5.0) |
| Imports: | Rcpp, mvtnorm (≥ 1.0-10), stats, methods, ggplot2 |
| LinkingTo: | Rcpp, RcppArmadillo, RcppEigen |
| Published: | 2021-12-02 |
| DOI: | 10.32614/CRAN.package.ARCokrig |
| Author: | Pulong Ma [aut, cre] |
| Maintainer: | Pulong Ma <mpulong at gmail.com> |
| BugReports: | https://github.com/pulongma/ARCokrig/issues |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://CRAN.R-project.org/package=ARCokrig |
| NeedsCompilation: | yes |
| Citation: | ARCokrig citation info |
| Materials: | NEWS |
| CRAN checks: | ARCokrig results |
| Reference manual: | ARCokrig.pdf |
| Package source: | ARCokrig_0.1.2.tar.gz |
| Windows binaries: | r-devel: ARCokrig_0.1.2.zip, r-release: ARCokrig_0.1.2.zip, r-oldrel: ARCokrig_0.1.2.zip |
| macOS binaries: | r-release (arm64): ARCokrig_0.1.2.tgz, r-oldrel (arm64): ARCokrig_0.1.2.tgz, r-release (x86_64): ARCokrig_0.1.2.tgz, r-oldrel (x86_64): ARCokrig_0.1.2.tgz |
| Old sources: | ARCokrig archive |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.