EK.eqn10.supp {calibrator} | R Documentation |
Estimates the posterior mean of K as per equation 10 of KOH2001S, section 4.2
EK.eqn10.supp(X.dist, D1, D2, H1, H2, d, hbar.fun,
lower.theta, upper.theta, extractor, give.info=FALSE,
include.prior=FALSE, phi, ...)
X.dist |
Probability distribution of |
D1 |
Matrix whose rows are the code run points |
D2 |
Matrix whose rows are field observation points |
H1 |
Regression function for |
H2 |
Regression function for |
d |
Vector of code outputs and field observations |
include.prior |
Boolean; passed to function |
hbar.fun |
Function that gives expectation (with respect to |
lower.theta |
Lower integration limit for |
upper.theta |
Lower integration limit for |
extractor |
Extractor function; see |
give.info |
Boolean, with default |
phi |
Hyperparameters |
... |
Extra arguments passed to the integration
function. If multidimensional (ie |
This function evaluates a numerical approximation to equation 10 of section 4.2 of the supplement.
Equation 10 integrates over the prior distribution of theta
. If
theta
is a vector, multidimensional integration is necessary.
In the case of multidimensional integration, function
adaptIntegrate()
is used.
In the case of one dimensional integration—theta being a
scalar—function integrate()
of the stats package is used.
Note that equation 10 is conditional on the observed data and the hyperparameters
Returns a scalar
The function was not reviewed by the Journal of Statistical Software.
The package formely used adapt package, but this is no longer available on CRAN. The package now uses the cubature package.
Robin K. S. Hankin
M. C. Kennedy and A. O'Hagan 2001. Bayesian calibration of computer models. Journal of the Royal Statistical Society B, 63(3) pp425-464
M. C. Kennedy and A. O'Hagan 2001. Supplementary details on Bayesian calibration of computer models, Internal report, University of Sheffield. Available at http://www.tonyohagan.co.uk/academic/ps/calsup.ps
R. K. S. Hankin 2005. Introducing BACCO, an R bundle for Bayesian analysis of computer code output, Journal of Statistical Software, 14(16)
1+1
## Not run:
# Not run because it takes R CMD check too long
data(toys)
EK.eqn10.supp(X.dist=X.dist.toy, D1=D1.toy, D2=D2.toy,
H1=H1.toy, H2=H2.toy, d=d.toy,
hbar.fun=hbar.fun.toy, lower.theta=c(-3,-3,-3),
upper.theta=c(3,3,3),extractor=extractor.toy,
phi=phi.toy)
## End(Not run)