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DiceKriging,DiceOptim: Two R Packages for the Analysis of Computer Experiments by Kriging-Based Metamodeling and Optimization

Open access
Roustant, Olivier, Ginsbourger, David, Deville, Yves·2012·Journal of Statistical Software

Abstract

We present two recently released R packages, DiceKriging and DiceOptim, for the approximation and the optimization of expensive-to-evaluate deterministic functions. Following a self-contained mini tutorial on Kriging-based approximation and optimization, the functionalities of both packages are detailed and demonstrated in two distinct sections. In particular, the versatility of DiceKriging with respect to trend and noise specifications, covariance parameter estimation, as well as conditional and unconditional simulations are illustrated on the basis of several reproducible numerical experiments. We then put to the fore the implementation of sequential and parallel optimization strategies relying on the expected improvement criterion on the occasion of DiceOptim’s presentation. An appendix is dedicated to complementary mathematical and computational details.

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Metadata

Authors
Roustant, O., Ginsbourger, D., & Deville, Y.
Venue
Journal of Statistical Software
Published
2012
Volume
51
Issue
1
ISSN
1548-7660 (ISSN-L)
OpenAlex
W1840389249
Cited by
594
References
4
FWCI
41.38
Type
journal article
Language
en
Open access
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CoChat. (2026). Citation check: DiceKriging,DiceOptim: Two R Packages for the Analysis of Computer Experiments by Kriging-Based Metamodeling and Optimization. https://app.cochat.ai/papers/10.18637/jss.v051.i01
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Roustant, O., Ginsbourger, D., & Deville, Y. (2012). DiceKriging,DiceOptim: Two R Packages for the Analysis of Computer Experiments by Kriging-Based Metamodeling and Optimization. Journal of Statistical Software. https://doi.org/10.18637/jss.v051.i01

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