update_C2 {activegp} | R Documentation |
Update Constantine's C, using update formula
update_C2(C, xnew, ynew)
C |
A const_C object, the result of a call to |
xnew |
The new design point |
ynew |
The new response |
Updated C matrix, a const_C object.
N. Wycoff, M. Binois, S. Wild (2019+), Sequential Learning of Active Subspaces, preprint.