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Dakota Reference Manual
Version 6.15
Explore and Predict with Confidence
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Use the Surfpack version of Gaussain process as the discrepancy model
Alias: kriging
Argument(s): none
Child Keywords:
Required/Optional | Description of Group | Dakota Keyword | Dakota Keyword Description | |
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Optional | trend_order | Trend function order of the model discrepancy |
This keyword specifies a generic version of the Gaussian process implemented in the surface-fitting library called Surfpack. With the exception of the correction_order
specification, all default options are used in the approximation of the model discrepancy function. That is, DIRECT is used as the optimization method for finding the maximum likelihood estimates of the hyper-parameters that govern the trend and correlation functions, the correlation lengths are optimized by Surfpack, and ill-conditioning is handled internally; gradient-enhanced kriging is not provided as an option in this application.
By selecting this option, each discrepancy function will take the form of a Gaussian process