makeEmulatorConstants: Make Emulator Constants

In OakleyJ/MUCM: Gaussian process emulator methods based on the MUCM toolkit

Description

Function for collating and calculating constants needed for fitting the emulator

Usage

makeEmulatorConstants(phi, inputs, H, outputs, cor.function, nugget = NULL,
  sigmasq.hat = NULL, ...)

makeEmulatorConstantsLMC(phi, sigma, inputs, H, outputs, cor.function, ...)

Arguments

phi	Optimum Maximum likelihood estimate of the correlation length parameter
inputs	A data frame, matrix or vector containing the input values of the training data.
H	A matrix of prior mean regressors for the training data
outputs	A data frame, matrix or vector containing the output values of the training data.In makeEmulatorConstantLMC the outputs should be stacked (either a vector or a matrix with 1 column).
cor.function	Specifies a correlation function used as part of the prior information for the emulator. This package has options of: corGaussian, corMatern2.5, corGaussianPeriodic, corGaussianPeriodic2 and corCombined. One can also specify a user defined function.
nugget	For noisy data, a vector giving the observation variance for each training data point.
sigmasq.hat	Optimum Maximum likelihood estimate of the unknown scale parameter.
...	additional arguments to be passed on to correlation functions (see corGaussian)
sigma	Optimum Maximum likelihood estimate of the between outputs variance covariance matrix.

Value

The function returns a list containting some components as the emulatorFit class. See fitEmulator for details

Author(s)

Originally written by Jeremy Oakley. Modified by Sajni Malde

References

J. Oakley 1999. 'Bayesian uncertainty analysis for complex computer codes', PhD thesis, University of Sheffield.

OakleyJ/MUCM documentation built on May 7, 2019, 9:01 p.m.