Virtual Library of Simulation Experiments:

Screening Test Problems

---

Linkletter et al. (2006) Decreasing Coefficients

Function

Description:

Dimensions: 10

This function is used for input variable screening, because only eight of its input variables have a non-zero effect on the response, and their coefficients are decreasing with i, for i = 1, …, 10. A small error term
ε ~ N(0, 0.05²) is added.

Input Domain:

This function is evaluated on the scaled input domain x_i ∈ [0, 1], for all i = 1, …, 10.

Code:

Reference:

Linkletter, C., Bingham, D., Hengartner, N., Higdon, D., & Kenny, Q. Y. (2006). Variable selection for Gaussian process models in computer experiments. Technometrics, 48(4).

---

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