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approximator (version 1.2-2)

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

1.2-2

License

GPL

Maintainer

Robin K S Hankin

Last Published

March 18th, 2011

Functions in approximator (1.2-2)

betahat.app

Estimate for beta

subset_maker

Create a simple subset object

object

Optimization of posterior likelihood of hyperparameters

as.sublist

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

hpa.fun.toy

Toy example of a hyperparameter object creation function

subsets.fun

Generate and test subsets

H.fun

The H matrix

c.fun

Correlations between points in parameter space

hdash.fun

Hdash

genie

Genie datasets for approximator package

toyapps

Toy datasets for approximator package

approximator-package

Bayesian approximation of computer models when fast approximations are available

is.consistent

Checks observational data for consistency with a subsets object

tee.fun

Returns generalized distances

generate.toy.observations

Er, generate toy observations

Kennedy's Pi notation

V.fun.app

Variance matrix

mdash.fun

Mean of Gaussian process

Matrix of correlations between two sets of points

basis.toy

Toy basis functions