The function computes the derivative of the approximate reference prior with regard to inverse range parameter and the nugget-noise ratio parameter (if not fixed). When the nugget is fixed, it only compute the derivative with regard to the inverse range parameter; otherwise it produces derivative with regard to inverse range parameter and noise ratio parameter.
log_approx_ref_prior_deriv(param, nugget, nugget_est, CL, a, b)
The numerical value of the derivative of the jointly robust prior with regard to beta (the inverse-range parameters) and nugget (the nugget-variance ratio parameter). When the nugget is fixed, the derivative is on inverse-range parameters.
A vector of natural logarithm of inverse-range parameters and natural logarithm of the nugget-variance ratio parameter.
The nugget-variance ratio parameter if this parameter is fixed.
Boolean value of whether the nugget is estimated or fixed.
Prior parameter in the jointly robust prior.
Prior parameter in the jointly robust prior.
Prior parameter in the jointly robust prior.
tools:::Rd_package_author("RobustGaSP")
Maintainer: tools:::Rd_package_maintainer("RobustGaSP")
M. Gu. (2016). Robust uncertainty quantification and scalable computation for computer models with massive output. Ph.D. thesis. Duke University.
log_approx_ref_prior,rgasp