update_simulate.Kriging: Update previous simulation of a 'Kriging' model object.

In rlibkriging: Kriging Models using the 'libKriging' Library

Update previous simulation of a Kriging model object.

Description

This method draws paths of the stochastic process conditional on the values at the input points used in the fit, plus the new input points and their values given as argument (knonw as 'update' points).

Usage

## S3 method for class 'Kriging'
update_simulate(object, y_u, X_u, ...)

Arguments

object	S3 Kriging object.
y_u	Numeric vector of new responses (output).
X_u	Numeric matrix of new input points.
...	Ignored.

Value

a matrix with nrow(x) rows and nsim columns containing the simulated paths at the inputs points given in x.

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)
points(X, y, col = "blue")

k <- Kriging(y, X, kernel = "matern3_2")

x <- seq(from = 0, to = 1, length.out = 101)
s <- k$simulate(nsim = 3, x = x, will_update = TRUE)

lines(x, s[ , 1], col = "blue")
lines(x, s[ , 2], col = "blue")
lines(x, s[ , 3], col = "blue")

X_u <- as.matrix(runif(3))
y_u <- f(X_u)
points(X_u, y_u, col = "red")

su <- k$update_simulate(y_u, X_u)

lines(x, su[ , 1], col = "blue", lty=2)
lines(x, su[ , 2], col = "blue", lty=2)
lines(x, su[ , 3], col = "blue", lty=2)

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