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README.md

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This instruction aims to reproduce the results in the paper “Stacking designs: designing multifidelity computer experiments with target predictive accuracy” by Sung, Ji, Mak, Wang, and Tang (2024), SIAM/ASA Journal on Uncertainty Quantification, 12(1), 157-181.

The code folder reproduces the result in Section 5 of the manuscript.

  • currin_example.R reproduces the results of Section 5.1.
  • poisson_example.R reproduces the results of Section 5.2.
  • blade_example.R reproduces the results of Section 5.3.

The following R packages are required to run the code:

  • matlabr (>=1.5.2)
  • randtoolbox (>=2.0.2)
  • RColorBrewer (>=1.1-3)
  • ggplot2 (>=3.3.6)
  • gridExtra (>=2.3)
  • plgp (>=1.1-11)

MATLAB needs to be installed in order to run the finite element simulations. The MATLAB code can be accessed from the folder Rmatlab_files.