This function computes inversion of the covariances of the model discrepancy and the measurement bias. This is applicable to model calibration with multiple sources of data and measurement bias.
Get_inv_all(param, lambda_z, is_SGaSP, R0, kernel_type, alpha_list,
p_x, num_sources)a list of inverse covariances of discrepancy and measurement bias.
a list of the current parameters values in MCMC.
the value of lambda_z
a vector of integer values to indicate whether it is S-GaSP model or not. 0 means the model is GaSP and 1 means the model is S-GaSP.
A List of matrices where the j-th matrix is an absolute difference matrix of the j-th input vector.
Type of kernel. matern_3_2 and matern_5_2 are Matern kernel with roughness parameter 3/2 and 5/2 respectively. pow_exp is power exponential kernel with roughness parameter alpha. If pow_exp is to be used, one needs to specify its roughness parameter alpha.
A list of roughness parameters in the kernel functions. It is only useful if the power exponential correlation function is used.
a list of dimensions of the observable inputs.
a integer value of the number of sources.
tools:::Rd_package_author("RobustCalibration")
Maintainer: tools:::Rd_package_maintainer("RobustCalibration")