damar-wicaksono / uqtestfuns

A Python3 library of test functions from the uncertainty quantification community with a common interface for validation and benchmarking purposes.
https://uqtestfuns.readthedocs.io/en/latest/
MIT License
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Add the One-Dimensional Survival Function from Currin et al. (1988) #340

Open damar-wicaksono opened 7 months ago

damar-wicaksono commented 7 months ago

The one-dimensional survival function from Currin et al. (1988)[^Currin] was used as a test function for Gaussian process metamodeling exercise and it is defined as follows:

$$ \mathcal{M}(x) = 1 - \exp{\left( - \frac{1}{2x} \right)}, $$

where $x$ is a uniform random variable in $[0, 1]$.

[^Currin]: C. Currin, T. Mitchell, M. Morris, and D. Ylvisaker, “A Bayesian Approach to the Design and Analysis of Computer Experiments,” ORNL-6498, 814584, Jan. 1988. doi: 10.2172/814584.