Other packages > Find by keyword >

ARCokrig  

Autoregressive Cokriging Models for Multifidelity Codes
View on CRAN: Click here


Download and install ARCokrig package within the R console
Install from CRAN:
install.packages("ARCokrig")

Install from Github:
library("remotes")
install_github("cran/ARCokrig")

Install by package version:
library("remotes")
install_version("ARCokrig", "0.1.3")



Attach the package and use:
library("ARCokrig")
Maintained by
Pulong Ma
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2020-07-08
Latest Update: 2021-12-02
Description:
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) . 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) .
How to cite:
Pulong Ma (2020). ARCokrig: Autoregressive Cokriging Models for Multifidelity Codes. R package version 0.1.3, https://cran.r-project.org/web/packages/ARCokrig. Accessed 05 Aug. 2026.
Previous versions and publish date:
0.1.1 (2020-07-08 10:30), 0.1.2 (2021-12-02 22:30), (2026-07-09 07:56)
Other packages that cited ARCokrig R package
View ARCokrig citation profile
Other R packages that ARCokrig depends, imports, suggests or enhances
Complete documentation for ARCokrig
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
dhReg  
Dynamic Harmonic Regression
Building and forecasting time series data with multiple seasonality using Dynamic Harmonic Regressio ...
Download / Learn more Package Citations See dependency  
dcov  
A Fast Implementation of Distance Covariance
Efficient methods for computing distance covariance and relevant statistics. See Sz ...
Download / Learn more Package Citations See dependency  
noisyr  
Noise Quantification in High Throughput Sequencing Output
Quantifies and removes technical noise from high-throughput sequencing data. Two approaches are use ...
Download / Learn more Package Citations See dependency  
kernelPSI  
Post-Selection Inference for Nonlinear Variable Selection
Different post-selection inference strategies for kernelselection as described in kernelPSI a Post-S ...
Download / Learn more Package Citations See dependency  

28,083

R Packages

239,283

Dependencies

74,457

Author Associations

28,084

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA