--- myst: substitutions: sentence1: "is fairly simple from an algorithm point of view as it" sentence2: "as discussed in {{metho}}" --- ```{include} /../core/calibration/linear_bayesian.md ``` In practice, this technique is applied by following the procedure provided in [](#calibration_classes_functions_observations) with one important difference, however: the code or function passed through the constructor of the `TLinearBayesian` object is not strictly necessary. The parameter estimate is analytical so the main point of providing an assessor is to get both the *a priori* and *a posteriori* residuals distributions. The usage of the `TLinearBayesian` class can be summarised in a few key steps: 1. Prepare the data and the model: - Select the assessor type to be used and construct the `TLinearBayesian` object with the appropriate likelihood function via `setLikelihood` method (see [](#calibration_linear_bayesian_tlinearbayesian)). 2. Set the algorithm properties: - Provide the input covariance matrix, *i.e.*, the reference observation covariance (in {{metho}}, this corresponds to $\Sigma$). This step is mandatory, as the covariance matrix is used to compute the posterior distribution, as discussed in {{metho}}; - Specify the name of the regressors. This is also a key step as a regressor can be an input variable, but also any function of one or several input variables. This is discussed in [](#calibration_linear_bayesian_linear_model); - A transformation function may be provided, although this is optional. This is discussed in [](#calibration_linear_bayesian_transform). 3. Perform the estimate and analyse the results: - Run the estimate process; - Extract the results and visualise them with the standard plotting tools (see [](#calibration_linear_bayesian_results)). ```{toctree} linear_bayesian/tlinearbayesian linear_bayesian/linear_model linear_bayesian/results linear_bayesian/pred_variance ``` An example is also provided in the use-case section (see [](#use_cases_macro_calibration_linBayes)).