sig_invb function

Internal tools

shared utilities between GP_deviance

and GP_fit

sig_invb(
  X,
  Y,
  beta,
  corr = list(type = "exponential", power = 1.95),
  nug_thres = 20
)

Arguments

• X: the (n x d) design matrix
• Y: the (n x 1) vector of simulator outputs
• beta: a (d x 1) vector of correlation hyper-parameters, as described in corr_matrix
• corr: a list of parameters for the specifing the correlation to be used. See corr_matrix.
• nug_thres: a parameter used in computing the nugget. See GP_fit.

Returns

list with elements delta, L, mu_hat, Sig_invb

Examples

set.seed(3234)
GPfit:::sig_invb(
    X = matrix((0:10) / 10), 
    Y = runif(11), 
    beta = 1.23)