sig_invb: Internal tools

In GPfit: Gaussian Processes Modeling

Description

shared utilities between GP_deviance and GP_fit

Usage

sig_invb(X, Y, beta, corr = list(type = "exponential", power = 1.95),
  nug_thres = 20)

Arguments

X	the (n x d) design matrix
Y	the (n x 1) vector of simulator outputs
beta	a (d x 1) vector of correlation hyper-parameters, as described in corr_matrix
corr	a list of parameters for the specifing the correlation to be used. See corr_matrix.
nug_thres	a parameter used in computing the nugget. See GP_fit.

Value

list with elements delta, L, mu_hat, Sig_invb

Examples

set.seed(3234)
GPfit:::sig_invb(
    X = matrix((0:10) / 10), 
    Y = runif(11), 
    beta = 1.23)

GPfit documentation built on May 2, 2019, 5:31 a.m.