NestedKriging: Create an object with S3 class '"NestedKriging"' using the...

In rlibkriging: Kriging Models using the 'libKriging' Library

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

Description

Divide-and-conquer Kriging for large designs: the data are partitioned in nb_groups groups, one Kriging submodel is fitted per group (then all share a common prior), and predictions are aggregated.

Usage

NestedKriging(
  y = NULL,
  X = NULL,
  kernel = NULL,
  nb_groups = NULL,
  aggregation = "NK",
  partition = "kmeans",
  seed = 123,
  regmodel = "constant",
  optim = "BFGS",
  objective = "LL",
  parameters = NULL,
  warping = 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".
nb_groups	Number of submodels (each of size ~ nrow(X)/nb_groups).
aggregation	Character: "NK" (optimal nested-kriging aggregation of Rulliere et al. 2018, default), "PoE", "gPoE", "BCM" or "rBCM".
partition	Character: "kmeans" (default) or "random".
seed	Integer seed for the partition.
regmodel	Linear trend; "NK" aggregation requires "constant".
optim	Character, hyper-parameter optimization method of the submodels: "BFGS" or "none".
objective	Character: "LL" (default), "LOO", "LMP", or "VLL(m)" — the common prior is then estimated by one global Vecchia fit (O(n m^3), cross-group information).
parameters	Initial or fixed values for the hyper-parameters (named list with "sigma2", "theta", "beta").
warping	Optional character vector of per-dimension warp specs (see WarpKriging); submodels are then WarpKriging.

Value

An object with S3 class "NestedKriging", to be used with its predict method.

Author(s)

Yann Richet [e-mail]

Examples

f <- function(X) apply(X, 1, function(x) sin(3 * x[1]) + cos(5 * x[2]))
set.seed(123)
X <- matrix(runif(2 * 400), ncol = 2)
y <- f(X)
k <- NestedKriging(y, X, kernel = "matern5_2", nb_groups = 8)
x <- matrix(runif(2 * 100), ncol = 2)
p <- predict(k, x)

rlibkriging documentation built on July 12, 2026, 5:06 p.m.