Virtual Library of Simulation Experiments:

Test Functions and Datasets

Santner et al. (2003) Damped Cosine Function


Description:

Dimensions: 1

This function is a simple one-dimensional example used for illustrating methods of prediction for computer experiment output.

Input Domain:

The function is evaluated on x ∈ [0, 1].

Code:


References:

Santner, T. J., Williams, B. J., & Notz, W. I. (2003). The design and analysis of computer experiments. Springer Verlag.

Tuo, R., Qian, P. Z., & Wu, C. J. (2013). Comment: A Brownian motion model for stochastic simulation with tunable precision. Technometrics, 55(1), 29-31.


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



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