# `WarpKriging::update_simulate` ## Description Update previous simulation of a `WarpKriging` model object. 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 (known as 'update' points). ## Usage * Python ```python # wk = WarpKriging(...) # wk.simulate(nsim = 1, seed = 123, x, will_update = True) wk.update_simulate(y_u, X_u) ``` * R ```r # wk <- WarpKriging(...) # wk$simulate(nsim = 1, seed = 123, x, will_update = TRUE) wk$update_simulate(y_u, X_u) ``` * Matlab/Octave ```octave % wk = WarpKriging(...) % wk.simulate(nsim = 1, seed = 123, x, will_update = true) wk.update_simulate(y_u, X_u) ``` * Julia ```julia # wk = WarpKriging(...) # simulate(wk, nsim=1, seed=123, x, will_update=true) update_simulate(wk, y_u, X_u) ``` ## Arguments Argument |Description --------- |---------------- `y_u` | Numeric vector of new responses (output). `X_u` | Numeric matrix of new input points. ## Details This method updates previously simulated paths after conditioning on the additional observations. The model must first have been simulated with `will_update = TRUE`. ## Value A matrix with `nrow(x)` rows and `nsim` columns containing the updated simulated paths at the input points given in `x`. ## Examples ```r f <- function(x) 1 - 1 / 2 * (sin(12 * x) / (1 + x) + 2 * cos(7 * x) * x^5 + 0.7) X <- as.matrix(seq(0.05, 0.95, length.out = 10)) y <- f(X) wk <- WarpKriging( y, X, warping = "kumaraswamy", kernel = "gauss", parameters = list(max_iter_adam = "20", max_iter_bfgs = "10") ) x <- as.matrix(seq(0, 1, length.out = 101)) s <- wk$simulate(nsim = 10, seed = 123, x = x, will_update = TRUE) X_u <- as.matrix(c(0.15, 0.85)) y_u <- f(X_u) s_u <- wk$update_simulate(y_u, X_u) cat("Updated simulation size:", dim(s_u), "\n") plot(f) points(X, y, col = "blue") points(X_u, y_u, col = "red", pch = 16) matlines(x, s, col = rgb(0, 0, 1, 0.15), type = "l", lty = 1) matlines(x, s_u, col = rgb(1, 0, 0, 0.15), type = "l", lty = 1) ``` ### Results ```{literalinclude} examples/update_simulate.WarpKriging.md.Rout :language: bash ``` ![](examples/update_simulate.WarpKriging.md.png)