rlibkriging (version 0.9-1)

simulate,NuggetKM-method: Simulation from a NuggetKM Object

Description

The simulate method is used to simulate paths from the kriging model described in object.

Usage

# S4 method for NuggetKM
simulate(
  object,
  nsim = 1,
  seed = NULL,
  newdata,
  cond = TRUE,
  nugget.sim = 0,
  checkNames = FALSE,
  ...
)

Value

A numeric matrix with nrow(newdata) rows and

nsim columns containing as its columns the simulated paths at the input points given in newdata.

XXX method simulate NuggetKM

Arguments

object

A NuggetKM object.

nsim

Integer: number of response vectors to simulate.

seed

Random seed.

newdata

Numeric matrix with it rows giving the points where the simulation is to be performed.

cond

Logical telling wether the simulation is conditional or not. Only TRUE is accepted for now.

nugget.sim

Numeric. A postive nugget effect used to avoid numerical instability.

checkNames

Check consistency between the design data X within object and newdata. The default is FALSE. XXXY Not used!!!

...

Ignored.

Author

Yann Richet

Details

Without a dedicated simulate method for the class "NuggetKM", this method would have been inherited from the "km" class. The dedicated method is expected to run faster. A comparison can be made by coercing a NuggetKM object to a km object with as.km before calling simulate.

Examples

f <-  function(x) 1 - 1 / 2 * (sin(12 * x) / (1 + x) + 2 * cos(7 * x) * x^5 + 0.7)
plot(f)
set.seed(123)
X <- as.matrix(runif(5))
y <- f(X) + 0.01*rnorm(nrow(X))
points(X, y, col = 'blue')
k <- NuggetKM(design = X, response = y, covtype = "gauss")
x <- seq(from = 0, to = 1, length.out = 101)
s_x <- simulate(k, nsim = 3, newdata = x)
lines(x, s_x[ , 1], col = 'blue')
lines(x, s_x[ , 2], col = 'blue')
lines(x, s_x[ , 3], col = 'blue')