updateCovModels: Update covariance models

Description Usage Arguments Details Value Author(s) See Also Examples

View source: R/covariance.R

Description

The function updates the current covariance models stored in 'qsd'.

Usage

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updateCovModels(qsd, nextData, fit = TRUE, cl = NULL, controls = list(),
  verbose = FALSE)

Arguments

qsd

object of class QLmodel which is to be updated

nextData

object of class QLdata which includes new simulation results

fit

logical, if TRUE (default), re-estimate covariance parameters

cl

cluster object, NULL (default), of class "MPIcluster", "SOCKcluster", "cluster"

controls

list of control parameters passed to nloptr

verbose

logical, whether to print intermediate information

Details

The function updates both, the covariance models for kriging the statistics, and, if applicable, the ones for kriging the variance matrix of statistics based on the new data nextData. In practice, the user hardly needs to call this function except for empirical studies of how additional sample points might influence the overall predictive quality of the quasi-score and/or criterion function approximations.

If 'fit' equals TRUE, then the function re-estimates the covariance parameters for each statistic separately each time a total of 'qsd$nfit' new sample points have been added. Thus, we can choose whether to fit the updated covariance models (by the REML estimation) each time, e.g. during the estimation by qle if 'qsd$nfit'=1, or after each 2nd, 3rd, and so on newly added point in order to limit the computational overhead.

Value

Object of class QLmodel as a list of updated covariance models

Author(s)

M. Baaske

See Also

setQLdata, simQLdata, QLmodel

Examples

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data(normal)

# old design
X <- as.matrix(qsd$qldata[c(1,2)])

# augment design with two additional points
Xnew <- multiDimLHS(N=2,qsd$lower,qsd$upper,X=X,
           method="augmentLHS",type="matrix")

# new simulations
Xsim <- simQLdata(sim=qsd$simfn,nsim=10,X=Xnew)

# prepare data
Xdata <- setQLdata(Xsim,Xnew)

# do not re-estimate covariance parameters
qsd2 <- updateCovModels(qsd,Xdata,fit=FALSE) 
 

mbaaske/qle documentation built on Feb. 3, 2018, 11:02 a.m.