Get_inv_all: Produce the inversion of the covariances of the model...
In RobustCalibration: Robust Calibration of Imperfect Mathematical Models

Get_inv_all

R Documentation

Produce the inversion of the covariances of the model discrepancy and the measurement bias.

Description

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.

Usage

Get_inv_all(param,  lambda_z, is_SGaSP, R0, kernel_type,  alpha_list,
p_x, num_sources)

Arguments

`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. `matern_3_2` and `matern_5_2` are `Matern kernel` with roughness parameter 3/2 and 5/2 respectively. `pow_exp` is power exponential kernel with roughness parameter alpha. If `pow_exp` is to be used, one needs to specify its roughness parameter alpha.
`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.