update_C2: Update Constantine's C, using update formula

View source: R/activeC.R

update_C2R Documentation

Update Constantine's C, using update formula

Description

Update Constantine's C, using update formula

Usage

update_C2(C, xnew, ynew)

Arguments

C

A const_C object, the result of a call to C_GP.

xnew

The new design point

ynew

The new response

Value

Updated C matrix, a const_C object.

References

N. Wycoff, M. Binois, S. Wild (2019+), Sequential Learning of Active Subspaces, preprint.


activegp documentation built on May 29, 2024, 9:22 a.m.

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