# Kriging: Create a 'Kriging' Object using 'libKriging' In rlibkriging: Kriging Models using the 'libKriging' Library

 Kriging R Documentation

## Create a `Kriging` Object using libKriging

### Description

Create an object with S3 class `"Kriging"` using the libKriging library.

### Usage

```Kriging(
y,
X,
kernel,
regmodel = c("constant", "linear", "interactive"),
normalize = FALSE,
optim = c("BFGS", "Newton", "none"),
objective = c("LL", "LOO", "LMP"),
parameters = NULL
)
```

### Arguments

 `y` Numeric vector of response values. `X` Numeric matrix of input design. `kernel` Character defining the covariance model: `"exp"`, `"gauss"`, `"matern3_2"`, `"matern5_2"`. `regmodel` Universal Kriging linear trend. `normalize` Logical. If `TRUE` both the input matrix `X` and the response `y` in normalized to take values in the interval [0, 1]. `optim` Character giving the Optimization method used to fit hyper-parameters. Possible values are: `"BFGS"`, `"Newton"` and `"none"`, the later simply keeping the values given in `parameters`. The method `"BFGS"` uses the gradient of the objective. The method `"Newton"` uses both the gradient and the Hessian of the objective. `objective` Character giving the objective function to optimize. Possible values are: `"LL"` for the Log-Likelihood, `"LOO"` for the Leave-One-Out sum of squares and `"LMP"` for the Log-Marginal Posterior. `parameters` Initial values for the hyper-parameters. When provided this must be named list with elements `"sigma2"` and `"theta"` containing the initial value(s) for the variance and for the range parameters. If `theta` is a matrix with more than one row, each row is used as a starting point for optimization.

### Details

The hyper-parameters (variance and vector of correlation ranges) are estimated thanks to the optimization of a criterion given by `objective`, using the method given in `optim`.

### Value

An object with S3 class `"Kriging"`. Should be used with its `predict`, `simulate`, `update` methods.

### Author(s)

Yann Richet yann.richet@irsn.fr

### Examples

```f <- function(x) 1 - 1 / 2 * (sin(12 * x) / (1 + x) + 2 * cos(7 * x) * x^5 + 0.7)
set.seed(123)
X <- as.matrix(runif(10))
y <- f(X)
## fit and print
k <- Kriging(y, X, kernel = "matern3_2")
print(k)

x <- as.matrix(seq(from = 0, to = 1, length.out = 101))
p <- predict(k, x = x, stdev = TRUE, cov = FALSE)

plot(f)
points(X, y)
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))

s <- simulate(k, nsim = 10, seed = 123, x = x)

matlines(x, s, col = rgb(0, 0, 1, 0.2), type = "l", lty = 1)
```

rlibkriging documentation built on Sept. 22, 2022, 5:07 p.m.