W1

0th

Percentile

Variance matrix for beta1hat

returns the variance-covariance matrix for the estimate of beta1hat

Keywords
array
Usage
W1(D1, H1, det=FALSE, phi)
Arguments
D1

matrix of code points

H1

Basis function generator

phi

Hyperparameters

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(W1(...,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

beta1hat.fun

Aliases
  • W1
Examples
# NOT RUN {
data(toys)
W1(D1=D1.toy, H1=H1.toy,  phi=phi.toy)
# }
Documentation reproduced from package calibrator, version 1.2-8, License: GPL-2

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