log_profile_lik {RobustGaSP} | R Documentation |
This function computes the natural logarithm of profile likelihood after plugging in the maximum likelihood estimator of the mean (trend) and variance parameters.
log_profile_lik(param, nugget, nugget_est, R0, X, zero_mean,output, kernel_type, alpha)
param |
a vector of natural logarithm of inverse-range parameters and natural logarithm of the nugget-variance ratio parameter. |
nugget |
the nugget-variance ratio parameter if this parameter is fixed. |
nugget_est |
Boolean value of whether the nugget is estimated or fixed. |
R0 |
a list of matrix where the j-th matrix is an absolute difference matrix of the j-th input vector. |
X |
the mean basis function i.e. the trend function. |
zero_mean |
the mean basis function is zero or not. |
output |
the output vector. |
kernel_type |
A vector of |
alpha |
Roughness parameters in the kernel functions. |
The numerical value of natural logarithm of the profile likelihood.
Mengyang Gu [aut, cre], Jesus Palomo [aut], James Berger [aut]
Maintainer: Mengyang Gu <mengyang@pstat.ucsb.edu>
M. Gu. (2016). Robust uncertainty quantification and scalable computation for computer models with massive output. Ph.D. thesis. Duke University.