do.optimization.Mstep {depCensoring}R Documentation

Optimize the expected improvement

Description

This function finds the point for which the expected improvement is optimal, based on a given set of starting values. (M_step.R)

Usage

do.optimization.Mstep(start.vals, EI.Mstep, hyperparams)

Arguments

start.vals

Starting values for optimization.

EI.Mstep

Function to compute expected improvements.

hyperparams

List of hyperparameters.

Value

Maximum of the expected imrpovement function.


[Package depCensoring version 0.1.7 Index]