# 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 | |

No Results! |

## Vignettes of calibrator

Name | ||

calex.Rnw | ||

No Results! |

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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 |

imports | cubature |

depends | emulator (>= 1.2-11) , mvtnorm , R (>= 2.0.0) |

Contributors |

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