Nothing
precomputeUpdateData <- function(model,integration.points){
#precalculates the covariances between the integration points and the design points
integration.points <- as.matrix(integration.points)
colnames(integration.points) <- colnames(model@X)
c.olddata <- covMat1Mat2(X1=model@X, X2=integration.points, object=model@covariance, nugget.flag=model@covariance@nugget.flag)
Tinv.c.olddata <- backsolve(t(model@T), c.olddata, upper.tri=FALSE) #a big backsolve
Kinv.c.olddata <- backsolve(model@T, Tinv.c.olddata, upper.tri=TRUE) #this
Kinv.F <- backsolve(model@T,model@M) #this
inv.tF.Kinv.F<- chol2inv(chol(crossprod(model@M)))
f.integration.points <- model.matrix(model@trend.formula, data=data.frame(integration.points))
first.member <- (f.integration.points-crossprod(c.olddata,Kinv.F))%*%inv.tF.Kinv.F #this
return(list(
Kinv.c.olddata=Kinv.c.olddata,
Kinv.F=Kinv.F,
first.member=first.member
))
}
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