W1 {calibrator} | R Documentation |
Variance matrix for beta1hat
Description
returns the variance-covariance matrix for the estimate of beta1hat
Usage
W1(D1, H1, det=FALSE, phi)
Arguments
D1 |
matrix of code points |
H1 |
Basis function generator |
phi |
Hyperparameters |
det |
Boolean, with default FALSE meaning to return the
matrix, and TRUE meaning to return its determinant only |
Details
If only the determinant is required, setting argument det
to
TRUE
is faster than using det(W1(...,det=FALSE))
, as the
former avoids an unnecessary use of solve()
.
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
beta1hat.fun
Examples
data(toys)
W1(D1=D1.toy, H1=H1.toy, phi=phi.toy)
[Package
calibrator version 1.0-58
Index]