Get_inv_all {RobustCalibration} | R Documentation |
Produce the inversion of the covariances of the model discrepancy and the measurement bias.
Description
This function computes inversion of the covariances of the model discrepancy and the measurement bias. This is applicable to model calibration with multiple sources of data and measurement bias.
Usage
Get_inv_all(param, lambda_z, is_SGaSP, R0, kernel_type, alpha_list,
p_x, num_sources)
Arguments
param |
a list of the current parameters values in MCMC. |
lambda_z |
the value of lambda_z |
is_SGaSP |
a vector of integer values to indicate whether it is S-GaSP model or not. 0 means the model is GaSP and 1 means the model is S-GaSP. |
R0 |
A List of matrices where the j-th matrix is an absolute difference matrix of the j-th input vector. |
kernel_type |
Type of kernel. |
alpha_list |
A list of roughness parameters in the kernel functions. It is only useful if the power exponential correlation function is used. |
p_x |
a list of dimensions of the observable inputs. |
num_sources |
a integer value of the number of sources. |
Value
a list of inverse covariances of discrepancy and measurement bias.
Author(s)
Mengyang Gu [aut, cre]
Maintainer: Mengyang Gu <mengyang@pstat.ucsb.edu>