Description Usage Arguments Author(s) References Examples
Gives the fitted regression coefficients corresponding to the specified regression model.
1 2 |
H |
Regression basis function (eg that returned by |
Ainv |
inv(A) where A is a correlation matrix (eg that
returned by |
d |
Vector of data points |
b0 |
prior constant |
B0 |
prior coefficients |
Robin K. S. Hankin
J. Oakley 2004. Estimating percentiles of uncertain computer code outputs. Applied Statistics, 53(1), pp89-93.
J. Oakley 1999. Bayesian uncertainty analysis for complex computer codes, PhD thesis, University of Sheffield.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 | # example has 10 observations on 6 dimensions.
# function is just sum( (1:6)*x) where x=c(x_1, ... , x_2)
data(toy)
val <- toy
d <- apply(val,1,function(x){sum((1:6)*x)})
#add some noise:
d <- jitter(d)
A <- corr.matrix(val,scales=rep(1,ncol(val)))
Ainv <- solve(A)
H <- regressor.multi(val)
prior.b(H,Ainv,d)
prior.B(H,Ainv)
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