langer <- function(xx, m=5, cvec, A)
{
##########################################################################
#
# LANGERMANN FUNCTION
#
# Authors: Sonja Surjanovic, Simon Fraser University
# Derek Bingham, Simon Fraser University
# Questions/Comments: Please email Derek Bingham at dbingham@stat.sfu.ca.
#
# Copyright 2013. Derek Bingham, Simon Fraser University.
#
# THERE IS NO WARRANTY, EXPRESS OR IMPLIED. WE DO NOT ASSUME ANY LIABILITY
# FOR THE USE OF THIS SOFTWARE. If software is modified to produce
# derivative works, such modified software should be clearly marked.
# Additionally, this program is free software; you can redistribute it
# and/or modify it under the terms of the GNU General Public License as
# published by the Free Software Foundation; version 2.0 of the License.
# Accordingly, this program is distributed in the hope that it will be
# useful, but WITHOUT ANY WARRANTY; without even the implied warranty
# of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
# General Public License for more details.
#
# For function details and reference information, see:
# http://www.sfu.ca/~ssurjano/
#
##########################################################################
#
# INPUTS:
#
# xx = c(x1, x2, ..., xd)
# m = constant (optional), with default value 5
# cvec = m-dimensional vector (optional), with default value c(1, 2, 5, 2, 3)
# (when m=5)
# A = (mxd)-dimensional matrix (optional), with default value:
# [3 5]
# [5 2]
# [2 1]
# [1 4]
# [7 9]
# (when m=5 and d=2)
#
##########################################################################
d <- length(xx)
if (missing(cvec)) {
if (m == 5){
cvec <- c(1,2,5,2,3)
}
else {
stop('Value of the m-dimensional vector cvec is required.')
}
}
if (missing(A)) {
if (m==5 && d==2) {
A <- matrix(c(3,5,5,2,2,1,1,4,7,9),5,2,byrow=TRUE)
}
else {
stop('Value of the (mxd)-dimensional matrix A is required.')
}
}
xxmat <- matrix(rep(xx,times=m), m, d, byrow=TRUE)
inner <- rowSums((xxmat-A[,1:d])^2)
outer <- sum(cvec * exp(-inner/pi) * cos(pi*inner))
y <- outer
return(y)
}