`Kriging::update`

Description

Update a Kriging model object with new points (added permanently).

Usage

Python
```
# k = Kriging(...)
k.update(y_u, X_u)
```
R
```
# k = Kriging(...)
k$update(y_u, X_u)
```
Matlab/Octave
```
% k = Kriging(...)
k.update(y_u, X_u)
```

Arguments

Argument	Description
`y_u`	Numeric vector of new responses (output).
`X_u`	Numeric matrix of new input points.

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, "matern3_2")

x <- seq(from = 0, to = 1, length.out = 101)
p <- k$predict(x)
lines(x, p$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)
points(X_u, y_u, col = "red")

## change the content of the object 'k'
k$update(y_u, X_u)

x <- seq(from = 0, to = 1, length.out = 101)
p2 <- k$predict(x)
lines(x, p2$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))

Results