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().
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.shef.ac.uk/~st1ao/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)