Pi {approximator}R Documentation

Kennedy's Pi notation

Description

Evaluates Kennedy's Pi product

Usage

Pi(hpa, i, j)

Arguments

hpa Hyperparameter object
i subscript
j superscript

Details

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.

Author(s)

Robin K. S. Hankin

References

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

Examples

data(toyapps)
Pi(hpa.toy,1,2)
Pi(hpa.toy,2,2)
Pi(hpa.toy,3,2)
Pi(hpa.toy,4,2)

[Package approximator version 1.0-58 Index]