approximator (version 1.2-7)

approximator-package: Bayesian approximation of computer models when fast approximations are available

Description

Implements the ideas of Kennedy and O'Hagan 2000 (see references).

Arguments

Author

Robin K. S. Hankin

Maintainer: <hankin.robin@gmail.com>

Details

Package:approximator
Type:Package
Version:1.0
Date:2006-01-10
License:GPL

This package implements the Bayesian approximation techniques discussed in Kennedy and O'Hagan 2000.

In its simplest form, it takes input from a “slow” but accurate code and a “fast” but inaccurate code, each run at different points in parameter space. The approximator package then uses both sets of model runs to infer what the slow code would produce at a given, untried point in parameter space.

The package includes functionality to work with a hierarchy of codes with increasing accuracy.

References

R. K. S. Hankin 2005. “Introducing BACCO, an R bundle for Bayesian analysis of computer code output”, Journal of Statistical Software, 14(16)

M. C. Kennedy and A. O'Hagan 2000. “Predicting the output from a complex computer code when fast approximations are available” Biometrika, 87(1): pp1-13

Examples

Run this code
data(toyapps)
mdash.fun(x=1:3, D1=D1.toy, subsets=subsets.toy, hpa=hpa.toy, z=z.toy, basis=basis.toy)

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