Virtual Library of Simulation Experiments:

Emulation/Prediction Test Problems

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Franke's Function

Description:

Dimensions: 2

Franke's function has two Gaussian peaks of different heights, and a smaller dip. It is used as a test function in interpolation problems.

Input Domain:

The function is evaluated on the square x_i ∈ [0, 1], for all i = 1, 2.

Code:

References:

Franke, R. (1979). A critical comparison of some methods for interpolation of scattered data (No. NPS53-79-003). NAVAL POSTGRADUATE SCHOOL MONTEREY CA.

Haaland, B., & Qian, P. Z. (2011). Accurate emulators for large-scale computer experiments. The Annals of Statistics, 39(6), 2974-3002.

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For questions or comments, please email Derek Bingham at: dbingham@stat.sfu.ca.