SSM1.0.1 package

Fit and Analyze Smooth Supersaturated Models

comb

Generate all desired exponent vectors of a given degree.

compute.covariance.from.distance

Compute unscaled covariance matrix from a supplied distance matrix and...

compute.covariance

Compute the unscaled covariance matrix.

compute.interactions

Compute Total interaction indices and Sobol indices for higher order i...

compute.main.effects

Compute main effects

compute.residuals

Compute the Leave-One-Out error at all design points.

compute.specific.interaction

Compute the Sobol index for a given interaction.

compute.specific.total.interaction

Compute Total interaction variance

compute.total.effects

Compute Total effects

concentrated.likelihood

Compute the concentrated likelihood of a covariance matrix.

construct.dmm

Construct the design model matrix

construct.K.1d

Construct the K matrix for a given univariate basis.

construct.K

Construct the K matrix for a given multivariate basis.

construct.P.1d

Construct the change of basis matrix from univariate monomials to Lege...

construct.P

Construct the change of basis matrix from multivariate monomials to Le...

degl

Construct matrix of exponent vectors.

estimate.GP

Estimate the parameters of the metamodel error estimating GP.

find.theta

Compute the SSM vector of parameters.

fit.ssm

Fit a smooth supersaturated model

get.K.element

Compute entry of K matrix.

identify.main.effect.terms

Identify main effect terms

identify.total.effect.terms

Identify total effect terms

likelihood.plot

Plot the concentrated likelihood of an SSM.

lineij

Average the values in a vector between two cutoff points specified by ...

new.distance

Compute the distance matrix of an SSM design.

optimize.by.interval.maximum

Optimize concentrated likelihood.

partial.deriv.ssm

Compute second partial derivative of a smooth supersaturated model at ...

plot.SSM

Plot smooth supersaturated model main effects

predict.SSM

Point prediction of smooth supersaturated models.

sensitivity.plot

Plot the sensitivity indices of a smooth supersaturated model.

show-SSM-method

Summarise SSM class object

smoothness.over.design

Compute the smoothness of an SSM at all design points.

SSM-class

An S4 class to represent a smooth supersaturated model

SSM

SSM: A package for fitting smooth supersaturated models (SSM).

transform11

Transform a design to [-1, 1]^d

update.sensitivity

Update an SSM object with the term variances and Sobol indices

Creates an S4 class "SSM" and defines functions for fitting smooth supersaturated models, a polynomial model with spline-like behaviour. Functions are defined for the computation of Sobol indices for sensitivity analysis and plotting the main effects using FANOVA methods. It also implements the estimation of the SSM metamodel error using a GP model with a variety of defined correlation functions.

  • Maintainer: Peter Curtis
  • License: GPL-3
  • Last published: 2017-07-04