Virtual Library of Simulation Experiments:

Emulation/Prediction Test Problems

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Gramacy & Lee (2009) Function

Description:

Dimensions: 6

This function, used by Gramacy & Lee (2009), is nonlinear in x₂ and x₃, and linear in x₄. In x₁, it begins to oscillate more quickly as it reaches the right bound of the interval [0, 1]. The last two variables, x₅ and x₆, are not active.

There is a random term ε ~ N(0, 0.05²) added to the response.

Input Domain:

The function is evaluated on the hypercube x_i ∈ [0, 1], for all i = 1, …, 6.

Code:

Reference:

Gramacy, R. B., & Lee, H. K. (2009). Adaptive design and analysis of supercomputer experiments. Technometrics, 51,(2).

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