neg_log_marginal_post_approx_ref {RobustGaSP} | R Documentation |
Natural logarithm of approximate reference marginal posterior density of the robust GaSP model
Description
Natural logarithm of marginal posterior density with the approximate reference prior of inverse range parameter after marginalizing out the mean (trend) and variance parameters by the location-scale prior.
Usage
neg_log_marginal_post_approx_ref(param, nugget, nugget.est
,R0, X, zero_mean,output, CL, a, b,kernel_type, alpha)
Arguments
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. |
CL |
prior parameters in the approximate reference prior. |
a |
prior parameter in the approximate reference prior. |
b |
prior parameter in the approximate reference prior. |
kernel_type |
type of kernel. |
alpha |
roughness parameters in the kernel functions. |
Value
The natural logarithm of the marginal posterior density with approximate reference prior of inverse range parameter (beta parameterization).
Author(s)
Mengyang Gu [aut, cre], Jesus Palomo [aut], James Berger [aut]
Maintainer: Mengyang Gu <mengyang@pstat.ucsb.edu>
References
Mengyang Gu. (2016). Robust Uncertainty Quantification and Scalable Computation for Computer Models with Massive Output. Ph.D. thesis. Duke University.