etahat {calibrator} R Documentation

## Expectation of computer output

### Description

Returns the apostiori expectation of the computer program at a particular point with a particular set of parameters, given the code output.

### Usage

etahat(D1, D2, H1, y, E.theta, extractor, phi)

### Arguments

 D1 Matrix of code observation points and parameters D2 Matrix of field observation points H1 Basis functions y Code observations corresponding to rows of D1 E.theta expectation wrt theta; see details extractor Extractor function theta Parameters phi Hyperparameters

### Details

Argument E.theta is officially a function that, given x,y returns E_\theta\left(h_1(x,\theta)\right).

However, if supplied a non-function (this is tested by is.function() in the code), E.theta is interpreted as values of \theta to use. Recycling is carried out by function D1.fun()

### 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)

p.page4

### Examples

data(toys)

etahat(D1=D1.toy, D2=D2.toy, H1=H1.toy, y=y.toy,
E.theta=E.theta.toy, extractor=extractor.toy, phi=phi.toy)

# Now try giving E.theta=1:3, which will be interpreted as a value for theta:
etahat(D1=D1.toy, D2=D2.toy, H1=H1.toy, y=y.toy, E.theta=1:3,
extractor=extractor.toy, phi=phi.toy)

[Package calibrator version 1.2-8 Index]