Pi {approximator}

Kennedy's Pi notation

Description

Evaluates Kennedy's \prod product

Usage

Pi(hpa, i, j)

Arguments

hpa

Hyperparameter object

i

subscript

j

superscript

Details

This function evaluates Kennedy's \prod product, but with the additional feature that \prod_i^j=0 if i>j+1. This seems to work in practice.

Author(s)

Robin K. S. Hankin

References

M. C. Kennedy and A. O'Hagan 2000. “Predicting the output from a complex computer code when fast approximations are available” Biometrika, 87(1): pp1-13

Examples

data(toyapps)
Pi(hpa.toy,1,2)
Pi(hpa.toy,2,2)
Pi(hpa.toy,3,2)
Pi(hpa.toy,4,2)