Get_inv_all | R Documentation |
This function computes inversion of the covariances of the model discrepancy and the measurement bias. This is applicable to model calibration with multiple sources of data and measurement bias.
Get_inv_all(param, lambda_z, is_SGaSP, R0, kernel_type, alpha_list,
p_x, num_sources)
param |
a list of the current parameters values in MCMC. |
lambda_z |
the value of lambda_z |
is_SGaSP |
a vector of integer values to indicate whether it is S-GaSP model or not. 0 means the model is GaSP and 1 means the model is S-GaSP. |
R0 |
A List of matrices where the j-th matrix is an absolute difference matrix of the j-th input vector. |
kernel_type |
Type of kernel. |
alpha_list |
A list of roughness parameters in the kernel functions. It is only useful if the power exponential correlation function is used. |
p_x |
a list of dimensions of the observable inputs. |
num_sources |
a integer value of the number of sources. |
a list of inverse covariances of discrepancy and measurement bias.
Mengyang Gu [aut, cre]
Maintainer: Mengyang Gu <mengyang@pstat.ucsb.edu>
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