psi_fun: Fuction to compute psi_{jk} for d inputs of integrated...

In vicvolodina93/linkedEmulation: Compute mean and variance of the linked emulator

Fuction to compute ψ_{jk} for d inputs of integrated emulator for (independent case) and (dependent case) with a squared exponential kernel.

Description

Fuction to compute ψ_{jk} for d inputs of integrated emulator for (independent case) and (dependent case) with a squared exponential kernel.

Usage

psi_fun(w_j, mu, Sigma, params, ind = "TRUE", Lambda.mat = NULL, LS.inv = NULL)

Arguments

w_j	a vector of size k.
mu	a vector of predictive mean values of length k.
Sigma	a variance-covariance matrix.
params	a list with parameter values.
ind	logical indicating if we adopt independence assumption.
Lambda.mat	Lambda matrix.
LS.inv	logical indicating if we adopt independence assumption.

Value

a vector.

vicvolodina93/linkedEmulation documentation built on July 7, 2022, 1:25 a.m.