var_fun: Function to compute analytical variance sigma_L^2 of Linked...
In vicvolodina93/linkedEmulation: Compute mean and variance of the linked emulator

var_fun

R Documentation

Function to compute analytical variance σ_L^2 of Linked Emulator under squared exponential correlation function.

Function to compute analytical variance σ_L^2 of Linked Emulator under squared exponential correlation function.

var_fun(
  w,
  z = NULL,
  y,
  mu,
  Sigma,
  z_design = NULL,
  params,
  FastParts,
  ind = "TRUE"
)

`w`	w an m (number of design points) by d (dimensions) matrix of design points
`z`	a vector of length d1 of exogenous inputs.
`y`	a vector length m (number of design points) responses.
`mu`	a vector of length d of predictive mean.
`Sigma`	a d by d variance-covariance matrix.
`z_design`	a design matrix of exogenous inputs.
`params`	a list with parameter values.
`FastParts`	a list of precomputed objects.
`ind`	logical argument indicating if we adopt independence assumption for W.