DiceDesign and DiceEval: Two R packages for design and analysis of computer experiments

Delphine Dupuy (1) , Céline Helbert (2, 3, 4, 5) , Jessica Franco (6)

1 SE - Schneider Electric
2 PSPM - Probabilités, statistique, physique mathématique
3 ECL - École Centrale de Lyon
4 GdR MASCOT-NUM - Méthodes d'Analyse Stochastique des Codes et Traitements Numériques
5 ReDICE - The ReDICE Consortium
6 TOTAL S.A.

This paper introduces two R packages available on the Comprehensive R Archive network. The main application concerns the study of computer code output. Package DiceDesign is dedicated to numerical design of experiments, from the construction to the study of the design properties. Package DiceEval deals with the fit, the validation and the comparison of metamodels. After a brief presentation of the context, we focus on the architecture of these two packages. A two-dimensional test function will be a running example to illustrate the main functionalities of these packages and an industrial case study in five dimensions will also be detailed.

Mots clés: computer experiments; design of experiments; metamodeling; R

Domaines: Statistiques [stat]

Delphine Dupuy, Céline Helbert, Jessica Franco. DiceDesign and DiceEval: Two R packages for design and analysis of computer experiments. Journal of Statistical Software, 2015, 65 (11), ⟨10.18637/jss.v065.i11⟩. ⟨hal-02065877⟩