Ez.eqn7.supp {calibrator}R Documentation

Expectation of z given y, beta2, phi

Description

Expectation as per equation 7 on the supplement

Usage

Ez.eqn7.supp(z, D1, H1, D2, H2,  extractor, beta2, y, E.theta,  phi)

Arguments

z Vector of observations
D1 Matrix whose rows are code run points
H1 Regressor basis functions
D2 Matrix whose rows are observation points
H2 Regressor basis functions
extractor Function to split D1
beta2 coefficients
y Code outputs at points corresponding to rows of D1
E.theta Expectation function to use
phi hyperparameters

Author(s)

Robin K. S. Hankin

References

M. C. Kennedy and A. O'Hagan 2001. “Bayesian calibration of computer models”. Journal of the Royal Statistical Society B, 63(3) pp425-464

M. C. Kennedy and A. O'Hagan 2001. “Supplementary details on Bayesian calibration of computer models”, Internal report, University of Sheffield. Available at http://www.shef.ac.uk/~st1ao/ps/calsup.ps

R. K. S. Hankin 2005. “Introducing BACCO, an R bundle for Bayesian analysis of computer code output”, Journal of Statistical Software, 14(16)

See Also

V.fun

Examples

data(toys)
etahat.d2 <- etahat(D1=D1.toy, D2=D2.toy, H1=H1.toy, y=y.toy,
    E.theta=E.theta.toy, extractor=extractor.toy, phi=phi.toy)
beta2 <- beta2hat.fun(D1=D1.toy, D2=D2.toy, H1=H1.toy, H2=H2.toy, V=V.toy, z=z.toy,
etahat.d2=etahat.d2, extractor=extractor.toy, E.theta=E.theta.toy,
Edash.theta=Edash.theta.toy, phi=phi.toy)
Ez.eqn7.supp(z=z.toy, 
    D1=D1.toy, H1=H1.toy, D2=D2.toy, H2=H2.toy, 
    extractor=extractor.toy, beta2=beta2, y=y.toy, 
    E.theta=E.theta.toy, 
    phi=phi.toy)

[Package calibrator version 1.0-48 Index]