Pi {approximator} | R Documentation |
Evaluates Kennedy's Pi product
Pi(hpa, i, j)
hpa |
Hyperparameter object |
i |
subscript |
j |
superscript |
This function evaluates Kennedy's Pi product, but with the additional feature that Pi_i^j=0 if i>j+1. This seems to work in practice.
Robin K. S. Hankin
M. C. Kennedy and A. O'Hagan 2000. “Predicting the output from a complex computer code when fast approximations are available” Biometrika, 87(1): pp1-13
data(toyapps) Pi(hpa.toy,1,2) Pi(hpa.toy,2,2) Pi(hpa.toy,3,2) Pi(hpa.toy,4,2)