rlibkriging (version 0.9-1)

update.NoiseKriging: Update a NoiseKriging model object with new points

Description

Update a NoiseKriging model object with new points

Usage

# S3 method for NoiseKriging
update(object, y_u, noise_u, X_u, refit = TRUE, ...)

Value

No return value. NoiseKriging object argument is modified.

Arguments

object

S3 NoiseKriging object.

y_u

Numeric vector of new responses (output).

noise_u

Numeric vector of new noise variances (output).

X_u

Numeric matrix of new input points.

refit

Logical. If TRUE the model is refitted (default is FALSE).

...

Ignored.

Caution

The method does not return the updated object, but instead changes the content of object. This behaviour is quite unusual in R and differs from the behaviour of the methods update.km in DiceKriging and update,KM-method.

Author

Yann Richet

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(10))
y <- f(X) + X/10 * rnorm(nrow(X))
points(X, y, col = "blue")

k <- NoiseKriging(y, (X/10)^2, X, "matern3_2")

x <- seq(from = 0, to = 1, length.out = 101)
p <- predict(k, x)
lines(x, p$mean, col = "blue")
polygon(c(x, rev(x)), c(p$mean - 2 * p$stdev, rev(p$mean + 2 * p$stdev)),
 border = NA, col = rgb(0, 0, 1, 0.2))

X_u <- as.matrix(runif(3))
y_u <- f(X_u) + 0.1 * rnorm(nrow(X_u))
points(X_u, y_u, col = "red")

## change the content of the object 'k'
update(k, y_u, rep(0.1^2,3), X_u)

## include design points to see interpolation
x <- sort(c(X,X_u,seq(from = 0, to = 1, length.out = 101)))
p2 <- predict(k, x)
lines(x, p2$mean, col = "red")
polygon(c(x, rev(x)), c(p2$mean - 2 * p2$stdev, rev(p2$mean + 2 * p2$stdev)),
 border = NA, col = rgb(1, 0, 0, 0.2))