log_profile_lik {RobustGaSP} | R Documentation |
Natural logarithm of profile likelihood of the robust GaSP model
Description
This function computes the natural logarithm of profile likelihood after plugging in the maximum likelihood estimator of the mean (trend) and variance parameters.
Usage
log_profile_lik(param, nugget, nugget_est, R0, X, zero_mean,output, kernel_type, alpha)
Arguments
param |
a vector of natural logarithm of inverse-range parameters and natural logarithm of the nugget-variance ratio parameter. |
nugget |
the nugget-variance ratio parameter if this parameter is fixed. |
nugget_est |
Boolean value of whether the nugget is estimated or fixed. |
R0 |
a list of matrix where the j-th matrix is an absolute difference matrix of the j-th input vector. |
X |
the mean basis function i.e. the trend function. |
zero_mean |
the mean basis function is zero or not. |
output |
the output vector. |
kernel_type |
A vector of |
alpha |
Roughness parameters in the kernel functions. |
Value
The numerical value of natural logarithm of the profile likelihood.
Author(s)
Mengyang Gu [aut, cre], Jesus Palomo [aut], James Berger [aut]
Maintainer: Mengyang Gu <mengyang@pstat.ucsb.edu>
References
M. Gu. (2016). Robust uncertainty quantification and scalable computation for computer models with massive output. Ph.D. thesis. Duke University.