UP is a package that provides a prediction distribution method for all surrogate models: A package with extensible options and various UP-based algorithms for optimization, refienment and inversion.
You can install the latest version of the code using the devtools
R package.
# Install devtools, if you haven't already.
install.packages("devtools")
library(devtools)
install_github("malekbs/UP")
library(UP)
x <- as.matrix(c(-2.6,-0.2, 1.7,-1.4,1.2,3))
y <- c(0.8, 0.5, 0.1, 0.3, 0, 0.4)
xverif <- seq(-3, 3, length.out =300)
krig <- krigingsm$new()
resampling <- UPClass$new(x, y, Scale =TRUE)
upsm <- UPSM$new(sm= krig, UP= resampling)
prediction <- upsm$uppredict(xverif)
plotUP1D(xverif, prediction, x, y)
BEN SALEM, M., ROUSTANT, O., GAMBOA, F. and TOMASO, L. (2015). Universal Prediction distribution for surrogate models. arXiv preprint arXiv:1512.07560.
ROUSTANT, O., GINSBOURGER, D. and DEVILLE, Y., 2012. DiceKriging, DiceOptim: Two R Packages for the Analysis of Computer Experiments by Kriging-Based Metamodeling and Optimization. Journal of statistical software, 51(1), pp.1-55.