Virtual Library of Simulation Experiments:

Test Functions and Datasets

Friedman Function


Description:

Dimensions: 5

The Friedman function is used for modeling computer outputs.

Input Domain:

This function is evaluated on the hypercube xi ∈ [0, 1], for all i = 1, …, 5.

Code:


References:

Friedman, J. H. (1991). Multivariate adaptive regression splines. The annals of statistics, 19(1), 1-67.

Friedman, J. H., Grosse, E., & Stuetzle, W. (1983). Multidimensional additive spline approximation. SIAM Journal on Scientific and Statistical Computing, 4(2), 291-301.

Gramacy, R. B., & Lee, H. K. (2012). Cases for the nugget in modeling computer experiments. Statistics and Computing, 22(3), 713-722.


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



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