predict-KM-method: Prediction Method for a 'KM' Object

In rlibkriging: Kriging Models using the 'libKriging' Library

Prediction Method for a KM Object

Description

Compute predictions for the response at new given input points. These conditional mean, the conditional standard deviation and confidence limits at the 95% level. Optionnally the conditional covariance can be returned as well.

Usage

## S4 method for signature 'KM'
predict(
  object,
  newdata,
  type = "UK",
  se.compute = TRUE,
  cov.compute = FALSE,
  light.return = TRUE,
  bias.correct = FALSE,
  checkNames = FALSE,
  ...
)

Arguments

object	KM object.
newdata	Matrix of "new" input points where to perform prediction.
type	character giving the kriging type. For now only "UK" is possible.
se.compute	Logical. Should the standard error be computed?
cov.compute	Logical. Should the covariance matrix between newdata points be computed?
light.return	Logical. If TRUE, no auxiliary results will be returned (such as the Cholesky root of the correlation matrix).
bias.correct	Logical. If TRUE the UK variance and covariance are .
checkNames	Logical to check the consistency of the column names between the design stored in object@X and the new one given newdata.
...	Ignored.

Details

Without a dedicated predict method for the class "KM", this method would have been inherited from the "km" class. The dedicated method is expected to run faster. A comparison can be made by coercing a KM object to a km object with as.km before calling predict.

Value

A named list. The elements are the conditional mean and standard deviation (mean and sd), the predicted trend (trend) and the confidence limits (lower95 and upper95). Optionnally, the conditional covariance matrix is returned in cov.

Author(s)

Yann Richet [e-mail]

Examples

## a 16-points factorial design, and the corresponding response
d <- 2; n <- 16
design.fact <- expand.grid(x1 = seq(0, 1, length = 4), x2 = seq(0, 1, length = 4))
y <- apply(design.fact, 1, DiceKriging::branin) 

## library(DiceKriging)
## kriging model 1 : matern5_2 covariance structure, no trend, no nugget
## m1 <- km(design = design.fact, response = y, covtype = "gauss",
##          parinit = c(.5, 1), control = list(trace = FALSE))
KM1 <- KM(design = design.fact, response = y, covtype = "gauss",
               parinit = c(.5, 1))
Pred <- predict(KM1, newdata = matrix(.5,ncol = 2), type = "UK",
                checkNames = FALSE, light.return = TRUE)

rlibkriging documentation built on Oct. 3, 2024, 1:06 a.m.