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approximator (version 1.2-6)

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

1.2-6

License

GPL

Maintainer

Robin K S Hankin

Last Published

December 8th, 2013

Functions in approximator (1.2-6)

V.fun.app

Variance matrix

object

Optimization of posterior likelihood of hyperparameters

mdash.fun

Mean of Gaussian process

as.sublist

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

genie

Genie datasets for approximator package

subsets.fun

Generate and test subsets

toyapps

Toy datasets for approximator package

c.fun

Correlations between points in parameter space

betahat.app

Estimate for beta

hpa.fun.toy

Toy example of a hyperparameter object creation function

H.fun

The H matrix

subset_maker

Create a simple subset object

tee.fun

Returns generalized distances

is.consistent

Checks observational data for consistency with a subsets object

Afun

Matrix of correlations between two sets of points

approximator-package

Bayesian approximation of computer models when fast approximations are available

hdash.fun

Hdash

Kennedy's Pi notation

generate.toy.observations

Er, generate toy observations

basis.toy

Toy basis functions