update.WarpKriging

Update a WarpKriging model with new observations

Interface to 'libKriging' 'C++' library <https://github.com/libKriging> that should
provide most standard Kriging / Gaussian process regression features
(like in 'DiceKriging', 'kergp' or 'RobustGaSP' packages).
'libKriging' relies on Armadillo linear algebra library (Apache 2 license) by Conrad Sanderson,
'lbfgsb_cpp' is a 'C++' port around by Pascal Have of 'lbfgsb' library (BSD-3 license) by
Ciyou Zhu, Richard Byrd, Jorge Nocedal and Jose Luis Morales used for hyperparameters optimization.

Yann Richet

rlibkriging

Kriging Models using the 'libKriging' Library

Pascal Havé

Yves Deville

Conrad Sanderson

Ciyou Zhu

Richard Byrd

Jorge Nocedal

Jose Luis Morales

Mike Smith

update.WarpKriging function

<dl><dt>object</dt>
<dd>WarpKriging object</dd>
<dt>y_u</dt>
<dd>new observations</dd>
<dt>X_u</dt>
<dd>new input matrix</dd>
<dt>refit</dt>
<dd>logical; if TRUE (default), re-optimise hyperparameters.
Set to FALSE for a fast incremental Cholesky update that keeps all
hyper-parameters (and warping parameters) fixed.</dd>
<dt>noise_u</dt>
<dd>optional numeric vector of per-observation noise variances
for the update points (length nrow(X_u)). Required when the model was
fitted with <code>noise</code>; must be omitted otherwise.</dd>
<dt>...</dt>
<dd>ignored</dd></dl>

Arguments

Update a WarpKriging model with new observations — update.WarpKriging

<dl>

<dt>object</dt>
<dd>WarpKriging object</dd>


<dt>y_u</dt>
<dd>new observations</dd>


<dt>X_u</dt>
<dd>new input matrix</dd>


<dt>refit</dt>
<dd>logical; if TRUE (default), re-optimise hyperparameters.
Set to FALSE for a fast incremental Cholesky update that keeps all
hyper-parameters (and warping parameters) fixed.</dd>


<dt>noise_u</dt>
<dd>optional numeric vector of per-observation noise variances
for the update points (length nrow(X_u)). Required when the model was
fitted with <code>noise</code>; must be omitted otherwise.</dd>


<dt>...</dt>
<dd>ignored</dd>

</dl>

Update a WarpKriging model with new observations

update.WarpKriging: Update a WarpKriging model with new observations

Description

Usage

Arguments