closed_form {DNAmf} | R Documentation |
Closed-form prediction for DNAmf model
Description
The function computes the closed-form posterior mean and variance for the DNAmf model both at the fidelity levels used in model fitting and at any user-specified target fidelity level, using the chosen nonseparable kernel.
Usage
closed_form(
fit1,
fit2,
targett,
kernel,
nn,
tt,
nlevel,
x,
XX = NULL,
pseudo_yy = NULL
)
Arguments
fit1 |
A fitted GP object for |
fit2 |
A fitted GP object for |
targett |
A numeric value of target tuning parameter to predict. |
kernel |
A character specifying the kernel type to be used. Choices are |
nn |
A vector specifying the number of design points at each fidelity level. |
tt |
A vector of tuning parameters for each fidelity level. |
nlevel |
The number of fidelity levels |
x |
A vector or matrix of new input locations to predict. |
XX |
A list containing a pseudo-complete inputs |
pseudo_yy |
A list containing a pseudo-complete outputs |
Value
A list of predictive posterior mean and variance for each level containing:
-
mu_1
,sig2_1
, ...,mu_L
,sig2_L
: A vector of predictive posterior mean and variance at each level. -
mu
: A vector of predictive posterior mean at target tuning parameter. -
sig2
: A vector of predictive posterior variance at target tuning parameter.