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approximator (version 1.1-6)

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

1.1-6

License

GPL

Maintainer

Robin K S Hankin

Last Published

October 16th, 2009

Functions in approximator (1.1-6)

is.consistent

Checks observational data for consistency with a subsets object

V.fun.app

Variance matrix

mdash.fun

Mean of Gaussian process

tee.fun

Returns generalized distances

subset_maker

Create a simple subset object

as.sublist

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

Matrix of correlations between two sets of points

subsets.fun

Generate and test subsets

basis.toy

Toy basis functions

c.fun

Correlations between points in parameter space

object

Optimization of posterior likelihood of hyperparameters

generate.toy.observations

Er, generate toy observations

H.fun

The H matrix

approximator-package

Bayesian approximation of computer models when fast approximations are available

Kennedy's Pi notation

genie

Genie datasets for approximator package

hpa.fun.toy

Toy example of a hyperparameter object creation function

betahat.app

Estimate for beta

toyapps

Toy datasets for approximator package

hdash.fun

Hdash