profExtrema

MaRDI QIDQ46538swMATHCRANFDO

Authors Dario Filippo Azzimonti

Last update 21 July 2026

Copyright license GNU General Public License, version 3.0

Software version identifier 0.2.1, PACKAGES.rds, 0.2.0, 0.2.2

Official website https://cran.r-project.org/web/packages/profExtrema/index.html

Source code repository https://github.com/cran/profExtrema

Description

Computes profile extrema functions for arbitrary functions. If the function is expensive-to-evaluate it computes profile extrema by emulating the function with a Gaussian process (using package 'DiceKriging'). In this case uncertainty quantification on the profile extrema can also be computed. The different plotting functions for profile extrema give the user a tool to better locate excursion sets.

Cited in

(4)

• kergp
• lineqGPR
• Sequential construction and dimension reduction of Gaussian processes under inequality constraints
• Approximating Gaussian Process Emulators with Linear Inequality Constraints and Noisy Observations via MC and MCMC

This page was built for software: profExtrema