W1 {calibrator}

R Documentation

Variance matrix for beta1hat

Description

returns the variance-covariance matrix for the estimate of beta1hat

Usage

W1(D1, H1, det=FALSE, phi)

Arguments

D1	matrix of code points
H1	Basis function generator
phi	Hyperparameters
det	Boolean, with default FALSE meaning to return the matrix, and TRUE meaning to return its determinant only

Details

If only the determinant is required, setting argument det to TRUE is faster than using det(W1(...,det=FALSE)), as the former avoids an unnecessary use of solve().

Author(s)

Robin K. S. Hankin

References

• 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)

See Also

beta1hat.fun

Examples

data(toys)
W1(D1=D1.toy, H1=H1.toy,  phi=phi.toy)

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