xi_fun: Function to compute xi_{ik} (independent case) and xi_{i}...

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

Function to compute ξ_{ik} (independent case) and ξ_{i} (dependent case) of integrated emulator with a squared exponential kernel.

Description

Function to compute ξ_{ik} (independent case) and ξ_{i} (dependent case) of integrated emulator with a squared exponential kernel.

Usage

xi_fun(w_i, mu, Sigma, params, ind = "TRUE", det_comp = NULL, LS.inv = NULL)

Arguments

w_i	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.
det_comp	a determinant component in the calculations.
LS.inv	an inverse of the sum of covariance matrix and Lambda.

Value

a vector (independent case) or a single value (dependent case).

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