matern

For points <code>x</code>, <code>xp</code>, and a pair of hyperparameters <code>nu</code> and <code>theta</code>, gives
the Matern correlation between the two points.

A set of objects and functions for Bayes Linear emulation and history matching.
Core functionality includes automated training of emulators to data, diagnostic functions
to ensure suitability, and a variety of proposal methods for generating 'waves' of points.
For details on the mathematical background, there are many papers available on the topic
(see references attached to function help files or the below references); for details of
the functions in this package, consult the manual or help files.
Iskauskas, A, et al. (2024) <doi:10.18637/jss.v109.i10>.
Bower, R.G., Goldstein, M., and Vernon, I. (2010) <doi:10.1214/10-BA524>.
Craig, P.S., Goldstein, M., Seheult, A.H., and Smith, J.A. (1997) <doi:10.1007/978-1-4612-2290-3_2>.

Andrew Iskauskas

hmer

History Matching and Emulation Package

TJ McKinley

matern function

<dl><dt>x</dt>
<dd>A data.frame of rows corresponding to position vectors</dd>
<dt>xp</dt>
<dd>A data.frame of rows corresponding to position vectors</dd>
<dt>hp</dt>
<dd>The hyperparameters nu (smoothness) and theta (correlation length), as a named list</dd></dl>

Arguments

Matern correlation function — matern

<dl>

<dt>x</dt>
<dd>A data.frame of rows corresponding to position vectors</dd>


<dt>xp</dt>
<dd>A data.frame of rows corresponding to position vectors</dd>


<dt>hp</dt>
<dd>The hyperparameters nu (smoothness) and theta (correlation length), as a named list</dd>

</dl>

matern: Matern correlation function

Description

Usage

Value

Arguments

Details

References

Examples