update_simulate.MLPKriging

Update simulated paths with new observations (FOXY algorithm)

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_simulate.MLPKriging function

<dl><dt>object</dt>
<dd>MLPKriging object (must have called simulate with will_update=TRUE)</dd>
<dt>y_u</dt>
<dd>new observations</dd>
<dt>X_u</dt>
<dd>new input matrix</dd>
<dt>...</dt>
<dd>ignored</dd></dl>

Arguments

Update simulated paths with new observations (FOXY algorithm) — update_simulate.MLPKriging

<dl>

<dt>object</dt>
<dd>MLPKriging object (must have called simulate with will_update=TRUE)</dd>


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


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


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

</dl>

Update simulated paths with new observations (FOXY algorithm)

update_simulate.MLPKriging: Update simulated paths with new observations (FOXY algorithm)

Description

Usage

Value

Arguments