Variance matrix for beta2 as per page 4 of the supplement
Usage
W2(D2, H2, V, det=FALSE)
Arguments
D2
matrix of observation points
H2
regression function
V
Overall covariance matrix
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(W2(...,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)