update.NoiseKriging: Update a 'NoiseKriging' model object with new points

In rlibkriging: Kriging Models using the 'libKriging' Library

Update a NoiseKriging model object with new points

Description

Update a NoiseKriging model object with new points

Usage

## S3 method for class 'NoiseKriging'
update(object, newy, newnoise, newX, ...)

Arguments

object	S3 NoiseKriging object.
newy	Numeric vector of new responses (output).
newnoise	Numeric vector of new noise variances (output).
newX	Numeric matrix of new input points.
...	Ignored.

Value

No return value. NoiseKriging object argument is modified.

Caution

The method does not return the updated object, but instead changes the content of object. This behaviour is quite unusual in R and differs from the behaviour of the methods update.km in DiceKriging and update,KM-method.

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(10))
y <- f(X) + X/10 * rnorm(nrow(X))
points(X, y, col = "blue")

k <- NoiseKriging(y, (X/10)^2, X, "matern3_2")

x <- seq(from = 0, to = 1, length.out = 101)
p <- predict(k, x)
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))

newX <- as.matrix(runif(3))
newy <- f(newX) + 0.1 * rnorm(nrow(newX))
points(newX, newy, col = "red")

## change the content of the object 'k'
update(k, newy, rep(0.1^2,3), newX)

x <- seq(from = 0, to = 1, length.out = 101)
p2 <- predict(k, x)
lines(x, p2$mean, col = "red")
polygon(c(x, rev(x)), c(p2$mean - 2 * p2$stdev, rev(p2$mean + 2 * p2$stdev)),
 border = NA, col = rgb(1, 0, 0, 0.2))

rlibkriging documentation built on July 9, 2023, 5:53 p.m.