Kriging::update

Description

Update a Kriging model object with new points

Usage

  • Python

    # k = Kriging(...)
    k.update(newy, newX)
    
  • R

    # k = Kriging(...)
    k$update(newy, newX)
    
  • Matlab/Octave

    % k = Kriging(...)
    k.update(newy, newX)
    

Arguments

Argument

Description

newy

Numeric vector of new responses (output).

newX

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))

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

## change the content of the object 'k'
k$update(newy, newX)

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