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approximator (version 1.1-5)

Bayesian prediction of complex computer codes

Description

Performs Bayesian prediction of complex computer codes when fast approximations are available: M. C. Kennedy and A. O'Hagan 2000, Biometrika 87(1):1-13

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Version

Install

install.packages('approximator')

Monthly Downloads

221

Version

1.1-5

License

GPL

Maintainer

Robin K S Hankin

Last Published

July 18th, 2009

Functions in approximator (1.1-5)

object

Optimization of posterior likelihood of hyperparameters

H.fun

The H matrix

approximator-package

Bayesian approximation of computer models when fast approximations are available

hdash.fun

Hdash

subsets.fun

Generate and test subsets

genie

Genie datasets for approximator package

Kennedy's Pi notation

subset_maker

Create a simple subset object

betahat.app

Estimate for beta

Matrix of correlations between two sets of points

basis.toy

Toy basis functions

c.fun

Correlations between points in parameter space

hpa.fun.toy

Toy example of a hyperparameter object creation function

tee.fun

Returns generalized distances

as.sublist

Converts a level one design matrix and a subsets object into a list of design matrices, one for each level

generate.toy.observations

Er, generate toy observations

V.fun.app

Variance matrix

is.consistent

Checks observational data for consistency with a subsets object

mdash.fun

Mean of Gaussian process

toyapps

Toy datasets for approximator package