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, y_u, noise_u, X_u, refit = TRUE, ...)

Arguments

object	S3 NoiseKriging object.
y_u	Numeric vector of new responses (output).
noise_u	Numeric vector of new noise variances (output).
X_u	Numeric matrix of new input points.
refit	Logical. If TRUE the model is refitted (default is FALSE).
...	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))

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

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

## include design points to see interpolation
x <- sort(c(X,X_u,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 Oct. 3, 2024, 1:06 a.m.