Add the One-Dimensional Survival Function from Currin et al. (1988)

[damar-wicaksono]

The one-dimensional survival function from Currin et al. (1988)¹ 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 $[0, 1]$.

Footnotes

1. 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. ↩