p.eqn8.supp {calibrator}R Documentation

A postiori probability of hyperparameters

Description

Function to determine the a-postiori probability of hyperparameters rho, lambda and psi2, given observations and psi1.

Usage

p.eqn8.supp(theta, D1, D2, H1, H2, d, include.prior=FALSE,
lognormally.distributed=FALSE, return.log=FALSE, phi)
p.eqn8.supp.vector(theta, D1, D2, H1, H2, d, include.prior=FALSE,
lognormally.distributed=FALSE, return.log=FALSE, phi)

Arguments

theta Parameters
D1 Matrix of code run points
D2 Matrix of observation points
H1 Regression function for D1
H2 Regression function for D2
d Vector of code output values and observations
include.prior Boolean, with TRUE meaning to include the prior PDF for theta and default FALSE meaning return the likelihood, multiplied by an undetermined constant
lognormally.distributed Boolean, with TRUE meaning to assume prior is lognormal (see prob.theta() for more info)
return.log Boolean, with default FALSE meaning to return the probability; TRUE means to return the (natural) logarithm of the answer
phi Hyperparameters

Details

The user should always use p.eqn8.supp(), which is a wrapper for p.eqn8.supp.vector(). The forms differ in their treatment of theta. In the former, theta must be a vector; in the latter, theta may be a matrix, in which case p.eqn8.supp.vector() is applied to the rows

Author(s)

Robin K. S. Hankin

References

See Also

W2,stage1

Examples

data(toys)
p.eqn8.supp(theta=theta.toy, D1=D1.toy, D2=D2.toy, H1=H1.toy, H2=H2.toy,
d=d.toy, phi=phi.toy)

## Now try using the true hyperparameters, and data directly drawn from
## the appropriate multivariate distn:

phi.true <- phi.true.toy(phi=phi.toy)
jj <- create.new.toy.datasets(D1.toy , D2.toy)
d.toy <- jj$d.toy
p.eqn8.supp(theta=theta.toy, D1=D1.toy, D2=D2.toy, H1=H1.toy, H2=H2.toy, d=d.toy, phi=phi.true)

## Now try p.eqn8.supp() with a vector of possible thetas:
p.eqn8.supp(theta=sample.theta(n=11,phi=phi.true), D1=D1.toy, D2=D2.toy, H1=H1.toy, H2=H2.toy,  d=d.toy, phi=phi.true)


[Package calibrator version 1.0-58 Index]