Description Usage Arguments Details Author(s) References See Also Examples
Returns the apostiori expectation of the computer program at a particular point with a particular set of parameters, given the code output.
1 | etahat(D1, D2, H1, y, E.theta, extractor, phi)
|
D1 |
Matrix of code observation points and parameters |
D2 |
Matrix of field observation points |
H1 |
Basis functions |
y |
Code observations corresponding to rows of |
E.theta |
expectation wrt theta; see details |
extractor |
Extractor function |
theta |
Parameters |
phi |
Hyperparameters |
Argument E.theta
is officially a function that, given
x,y returns
E_theta(h1(x,theta)).
However, if supplied a non-function (this is tested by
is.function()
in the code), E.theta
is interpreted as
values of theta to use. Recycling is carried out by
function D1.fun()
Robin K. S. Hankin
M. C. Kennedy and A. O'Hagan 2001. Bayesian calibration of computer models. Journal of the Royal Statistical Society B, 63(3) pp425-464
M. C. Kennedy and A. O'Hagan 2001. Supplementary details on Bayesian calibration of computer models, Internal report, University of Sheffield. Available at http://www.tonyohagan.co.uk/academic/ps/calsup.ps
R. K. S. Hankin 2005. Introducing BACCO, an R bundle for Bayesian analysis of computer code output, Journal of Statistical Software, 14(16)
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