Boolean, with default FALSE meaning to return the
covariance matrix, and TRUE meaning to return its determinant.
phi
Hyperparameters
Details
This function is defined between equations 2 and 3 of the
supplement. It is used in functions betahat.fun.koh(),
p.eqn8.supp(), and p.joint().
Returns
$${\mathbf W} (\theta)=
\left(
{\mathbf H}(\theta)^T {\mathbf V}_d(\theta)^{-1} {\mathbf H}(\theta)
\right)^{-1}$$
If only the determinant is required, setting argument det to
TRUE is faster than using det(W(..., 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)