R package for sequential quantile estimation using kriging
This package implements the method for quantile estimation described in:
T. Labopin-Richard, V. Picheny, "Sequential design of experiments for estimating quantiles of black-box functions", Statistica Sinica, 2017, doi:10.5705/ss.202016.0160
Of note: the article presents two alternatives (one based on probability, the other on variance) but only the second one is implemented here.
This is the alpha version - beware of possible bugs and incomplete documentation.