R: Update a 'NuggetKM' Object with New Points

update,NuggetKM-method {rlibkriging}

R Documentation

Update a `NuggetKM` Object with New Points

Description

The update method is used when new observations are added to a fitted kriging model. Rather than fitting the model from scratch with the updated observations added, the results of the fit as stored in object are used to achieve some savings.

Usage

## S4 method for signature 'NuggetKM'
update(
  object,
  newX,
  newy,
  newX.alreadyExist = FALSE,
  cov.reestim = TRUE,
  trend.reestim = cov.reestim,
  nugget.reestim = FALSE,
  newnoise.var = NULL,
  kmcontrol = NULL,
  newF = NULL,
  ...
)

Arguments

`object`	A NuggetKM object.
`newX`	A numeric matrix containing the new design points. It must have `object@d` columns in correspondence with those of the design matrix used to fit the model which is stored as `object@X`.
`newy`	A numeric vector of new response values, in correspondence with the rows of `newX`.
`newX.alreadyExist`	Logical. If TRUE, `newX` can contain some input points that are already in `object@X`.
`cov.reestim`	Logical. If `TRUE`, the vector `theta` of correlation ranges will be re-estimated using the new observations as well as the observations already used when fitting `object`. Only `TRUE` can be used for now.
`trend.reestim`	Logical. If `TRUE` the vector `beta` of trend coefficients will be re-estimated using all the observations. Only `TRUE` can be used for now.
`nugget.reestim`	Logical. If `TRUE` the nugget effect will be re-estimated using all the observations. Only `FALSE` can be used for now.
`newnoise.var`	Optional variance of an additional noise on the new response.
`kmcontrol`	A list of options to tune the fit. Not available yet.
`newF`	New trend matrix. XXXY?
`...`	Ignored.

Details

Without a dedicated update method for the class "NuggetKM", this would have been inherited from the class "km". The dedicated method is expected to run faster. A comparison can be made by coercing a NuggetKM object to a km object with as.km before calling update.

Value

The updated NuggetKM object.

Author(s)

Yann Richet yann.richet@irsn.fr

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(5))
y <- f(X) + 0.01*rnorm(nrow(X))
points(X, y, col = "blue")
KMobj <- NuggetKM(design = X, response = y,covtype = "gauss")
x <-  seq(from = 0, to = 1, length.out = 101)
p_x <- predict(KMobj, x)
lines(x, p_x$mean, col = "blue")
lines(x, p_x$lower95, col = "blue")
lines(x, p_x$upper95, col = "blue")
newX <- as.matrix(runif(3))
newy <- f(newX) + 0.01*rnorm(nrow(newX))
points(newX, newy, col = "red")

## replace the object by its udated version
KMobj <- update(KMobj, newX=newX, newy=newy)

x <- seq(from = 0, to = 1, length.out = 101)
p2_x <- predict(KMobj, x)
lines(x, p2_x$mean, col = "red")
lines(x, p2_x$lower95, col = "red")
lines(x, p2_x$upper95, col = "red")

[Package rlibkriging version 0.8-0.1 Index]

Update a NuggetKM Object with New Points