W2 {calibrator} | R Documentation |
variance matrix for beta2
Description
Variance matrix for beta2 as per page 4 of the supplement
Usage
W2(D2, H2, V, det=FALSE)
Arguments
D2 |
matrix of observation points |
H2 |
regression function |
V |
Overall covariance matrix |
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(W2(...,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
V.fun
Examples
data(toys)
W2(D2=D2.toy, H2=H2.toy, V=V.toy)
[Package
calibrator version 1.0-58
Index]