etahat {calibrator}R Documentation

Expectation of computer output

Description

Returns the apostiori expectation of the computer program at a particular point with a particular set of parameters, given the code output.

Usage

etahat(D1, D2, H1, y, E.theta, extractor, phi)

Arguments

D1 Matrix of code observation points and parameters
D2 Matrix of field observation points
H1 Basis functions
y Point at which code's expectation is calculated (for etahat.individual)
E.theta expectation wrt theta
extractor Extractor function
theta Parameters
phi Hyperparameters

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

p.page4

Examples

data(toys)

etahat(D1=D1.toy, D2=D2.toy, H1=H1.toy, y=y.toy, E.theta=E.theta.toy,
extractor=extractor.toy, phi=phi.toy)

[Package calibrator version 1.0-37 Index]