calibrator v1.2-8

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Bayesian Calibration of Complex Computer Codes

Performs Bayesian calibration of computer models as per Kennedy and O'Hagan 2001. The package includes routines to find the hyperparameters and parameters; see the help page for stage1() for a worked example using the toy dataset. A tutorial is provided in the calex.Rnw vignette; and a suite of especially simple one dimensional examples appears in inst/doc/one.dim/.

Functions in calibrator

Name Description
D2.fun Augments observation points with parameters
beta2hat.fun estimator for beta2
betahat.fun.koh Expectation of beta, given theta, phi and d
blockdiag Assembles matrices blockwise into a block diagonal matrix
calibrator-package calibrator
prob.psi1 A priori probability of psi1, psi2, and theta
reality Reality
C1 Matrix of distances from D1 to D2
D1.fun Function to join x.star to t.vec to give matrix D1
V2 distance between observation points
Vd Variance matrix for d
extractor.toy Extracts lat/long matrix and theta matrix from D2.
h1.toy Basis functions
p.eqn4.supp Apostiori probability of psi1
p.eqn8.supp A postiori probability of hyperparameters
tt.fun Integrals needed in KOH2001
Ez.eqn9.supp Expectation as per equation 10 of KOH2001
W2 variance matrix for beta2
H.fun H function
beta1hat.fun beta1 estimator
H1.toy Basis functions for D1 and D2
W covariance matrix for beta
W1 Variance matrix for beta1hat
cov.p5.supp Covariance function for posterior distribution of z
tee Auxiliary functions for equation 9 of the supplement
MH Very basic implementation of the Metropolis-Hastings algorithm
V.fun Variance matrix for observations
create.new.toy.datasets Create new toy datasets
V1 Distance matrix
toys Toy datasets
hbar.fun.toy Toy example of hbar (section 4.2)
is.positive.definite Is a matrix positive definite?
EK.eqn10.supp Posterior mean of K
symmetrize Symmetrize an upper triangular matrix
stage1 Stage 1,2 and 3 optimization on toy dataset
etahat Expectation of computer output
Ez.eqn7.supp Expectation of z given y, beta2, phi
dists.2frames Distance between two points
p.page4 A postiori probability of hyperparameters
phi.fun.toy Functions to create or change hyperparameters
E.theta.toy Expectation and variance with respect to theta
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Vignettes of calibrator

Name
calex.Rnw
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Details

Type Package
License GPL-2
URL https://github.com/RobinHankin/calibrator.git
BugReports https://github.com/RobinHankin/calibrator/issues
NeedsCompilation no
Packaged 2019-03-06 20:06:53 UTC; rhankin
Repository CRAN
Date/Publication 2019-03-07 06:52:58 UTC

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