sig_invb {GPfit}

Internal tools

Description

shared utilities between GP_deviance and GP_fit

Usage

sig_invb(X, Y, beta, corr = list(type = "exponential", power = 1.95),
  nug_thres = 20)

Arguments

X

the (n x d) design matrix

Y

the (n x 1) vector of simulator outputs

beta

a (d x 1) vector of correlation hyper-parameters, as described in corr_matrix

corr

a list of parameters for the specifing the correlation to be used. See corr_matrix.

nug_thres

a parameter used in computing the nugget. See GP_fit.

Value

list with elements delta, L, mu_hat, Sig_invb

Examples

set.seed(3234)
GPfit:::sig_invb(
    X = matrix((0:10) / 10), 
    Y = runif(11), 
    beta = 1.23)