# approximator v1.2-7

0

0th

Percentile

## Bayesian Prediction of Complex Computer Codes

Performs Bayesian prediction of complex computer codes when fast approximations are available. It uses a hierarchical version of the Gaussian process, originally proposed by Kennedy and O'Hagan (2000), Biometrika 87(1):1.

## Functions in approximator

 Name Description is.consistent Checks observational data for consistency with a subsets object toyapps Toy datasets for approximator package tee.fun Returns generalized distances generate.toy.observations Er, generate toy observations c.fun Correlations between points in parameter space basis.toy Toy basis functions mdash.fun Mean of Gaussian process object Optimization of posterior likelihood of hyperparameters betahat.app Estimate for beta subset_maker Create a simple subset object subsets.fun Generate and test subsets approximator-package Bayesian approximation of computer models when fast approximations are available 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 Pi Kennedy's Pi notation V.fun.app Variance matrix Afun Matrix of correlations between two sets of points H.fun The H matrix hpa.fun.toy Toy example of a hyperparameter object creation function hdash.fun Hdash No Results!