rlibkriging (version 0.9-1)

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

Description

Update a NuggetKriging model object with new points

Usage

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

Value

No return value. NuggetKriging object argument is modified.

Arguments

object

S3 NuggetKriging object.

y_u

Numeric vector of new responses (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) + 0.1 * rnorm(nrow(X))
points(X, y, col = "blue")

k <- NuggetKriging(y, X, "matern3_2")

## include design points to see interpolation
x <- sort(c(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, 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))