Abstract
This paper introduces two R packages available on the Comprehensive R Archive network. The main application concerns the study of computer code output. Package DiceDesign is dedicated to numerical design of experiments, from the construction to the study of the design properties. Package DiceEval deals with the fit, the validation and the comparison of metamodels. After a brief presentation of the context, we focus on the architecture of these two packages. A two-dimensional test function will be a running example to illustrate the main functionalities of these packages and an industrial case study in five dimensions will also be detailed.
Highlights
The DICE consortium (Deep Inside Computer Experiments, http://dice.emse.fr/) was a partnership between academic and industrial laboratories from various fields
As latin hypercube designs and low discrepancy sequences have already been implemented in R, we focus here on other space filling designs: maximum entropy designs (Shewry and Wynn 1987; Johnson et al 1990) and Strauss designs (Franco, Bay, Dupuy, and Corre 2008) which can be directly generated from the DiceDesign package
We focus on the two first issues through the presentation of two R packages: DiceDesign and DiceEval
Summary
The DICE consortium (Deep Inside Computer Experiments, http://dice.emse.fr/) was a partnership between academic and industrial laboratories from various fields (e.g., oil industry, automotive, nuclear, etc.). The problem is to quantify the impact of the variability of the input variables on the variability of the variable of interest, called output This is done by running a limited number of simulations (the design of experiments) representing different combinations of the inputs and building a simplified model (metamodel) of the output as a function of the inputs. In this context, the choice of the design of experiments and the determination of the metamodel are of great importance. In a regression context, a normality test can be performed on the residuals This fitted model is the key point of the study as it will be used as a surrogate for the simulator code.
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