log_ref_marginal_post_ppgasp: Natural logarithm of reference marginal posterior density of...
In RobustGaSP: Robust Gaussian Stochastic Process Emulation

log_ref_marginal_post_ppgasp

R Documentation

Natural logarithm of reference marginal posterior density of the PP GaSP model

Description

This function computes the natural logarithm of marginal posterior density of the PP GaSP model with reference prior of inverse range parameter (beta parameterization) after marginalizing out the mean (trend) and variance parameters by the location-scale prior.

Usage

log_ref_marginal_post_ppgasp(param, nugget, nugget_est, R0, X, zero_mean,
output, kernel_type, alpha)

Arguments

`param`	a vector of natural logarithm of inverse-range parameters and natural logarithm of the nugget-variance ratio parameter.
`nugget`	the nugget-variance ratio parameter if this parameter is fixed.
`nugget_est`	Boolean value of whether the nugget is estimated or fixed.
`R0`	a list of matrix where the j-th matrix is an absolute difference matrix of the j-th input vector.
`X`	the mean basis function i.e. the trend function.
`zero_mean`	the mean basis function is zero or not.
`output`	the output matrix.
`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`	roughness parameters in the kernel functions.

Value

The natural logarithm of marginal posterior density with reference prior of inverse range parameter (beta parameterization).

Author(s)

Mengyang Gu [aut, cre], Jesus Palomo [aut], James Berger [aut]

Maintainer: Mengyang Gu <mengyang@pstat.ucsb.edu>

References

M. Gu. and J.O. Berger (2016). Parallel partial Gaussian process emulation for computer models with massive output. Annals of Applied Statistics, 10(3), 1317-1347.

M. Gu. (2016). Robust Uncertainty Quantification and Scalable Computation for Computer Models with Massive Output. Ph.D. thesis. Duke University.

RobustGaSP documentation built on May 29, 2024, 1:26 a.m.