calibrator (version 1.2-8)

W2: 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()

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.tonyohagan.co.uk/academic/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

# NOT RUN {
data(toys)
W2(D2=D2.toy, H2=H2.toy, V=V.toy) 
# }

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