simulate-NoiseKM-method: Simulation from a 'NoiseKM' Object

In rlibkriging: Kriging Models using the 'libKriging' Library

Simulation from a NoiseKM Object

Description

The simulate method is used to simulate paths from the kriging model described in object.

Usage

## S4 method for signature 'NoiseKM'
simulate(
  object,
  nsim = 1,
  seed = NULL,
  newdata,
  cond = TRUE,
  nugget.sim = 0,
  checkNames = FALSE,
  ...
)

Arguments

object	A NoiseKM object.
nsim	Integer: number of response vectors to simulate.
seed	Random seed.
newdata	Numeric matrix with it rows giving the points where the simulation is to be performed.
cond	Logical telling wether the simulation is conditional or not. Only TRUE is accepted for now.
nugget.sim	Numeric. A postive nugget effect used to avoid numerical instability.
checkNames	Check consistency between the design data X within object and newdata. The default is FALSE. XXXY Not used!!!
...	Ignored.

Details

Without a dedicated simulate method for the class "NoiseKM", 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 NoiseKM object to a km object with as.km before calling simulate.

Value

A numeric matrix with nrow(newdata) rows and nsim columns containing as its columns the simulated paths at the input points given in newdata.

XXX method simulate NoiseKM

Author(s)

Yann Richet [e-mail]

Examples

f <-  function(x) 1 - 1 / 2 * (sin(12 * x) / (1 + x) + 2 * cos(7 * x) * x^5 + 0.7)
plot(f)
set.seed(123)
X <- as.matrix(runif(5))
y <- f(X) + 0.01*rnorm(nrow(X))
points(X, y, col = 'blue')
k <- NoiseKM(design = X, response = y, covtype = "gauss", noise=rep(0.01^2,nrow(X)))
x <- seq(from = 0, to = 1, length.out = 101)
s_x <- simulate(k, nsim = 3, newdata = x)
lines(x, s_x[ , 1], col = 'blue')
lines(x, s_x[ , 2], col = 'blue')
lines(x, s_x[ , 3], col = 'blue')

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