V.fun.app {approximator}

Variance matrix

Description

Given a design matrix, a subsets object and a hyperparameter object, return the variance matrix. The “app” of the function name means “approximator”, to distinguish it from function V.fun() of the calibrator package.

Usage

V.fun.app(D1, subsets, hpa)

Arguments

D1

Design matrix for level 1 code

subsets

Subsets object

hpa

Hyperparameter object

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)
V.fun.app(D1.toy,subsets.toy,hpa.toy)