emulator v1.2-20

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Bayesian Emulation of Computer Programs

Allows one to estimate the output of a computer program, as a function of the input parameters, without actually running it. The computer program is assumed to be a Gaussian process, whose parameters are estimated using Bayesian techniques that give a PDF of expected program output. This PDF is conditional on a training set of runs, each consisting of a point in parameter space and the model output at that point. The emphasis is on complex codes that take weeks or months to run, and that have a large number of undetermined input parameters; many climate prediction models fall into this class. The emulator essentially determines Bayesian posterior estimates of the PDF of the output of a model, conditioned on results from previous runs and a user-specified prior linear model. A vignette is provided and the help pages include examples.

Functions in emulator

Name Description
regressor.basis Regressor basis function
results.table Results from 100 Goldstein runs
makeinputfiles Makes input files for condor runs of goldstein
optimal.scales Use optimization techniques to find the optimal scales
pad Simple pad function
model Simple model for concept checking
sigmahatsquared Estimator for sigma squared
scales.likelihood Likelihood of roughness parameters
interpolant Interpolates between known points using Bayesian estimation
OO2002 Implementation of the ideas of Oakley and O'Hagan 2002
estimator Estimates each known datapoint using the others as datapoints
s.chi Variance estimator
prior.b Prior linear fits
sample.n.fit Sample from a Gaussian process and fit an emulator to the points
quad.form Evaluate a quadratic form efficiently
toy A toy dataset
tr Trace of a matrix
latin.hypercube Latin hypercube design matrix
expert.estimates Expert estimates for Goldstein input parameters
emulator-package emulator
betahat.fun Calculates MLE coefficients of linear fit
corr correlation function for calculating A
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Vignettes of emulator

Name
emulex.Rnw
quad_form_test.Rmd
uncertainty.bib
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Details

Type Package
VignetteBuilder knitr
License GPL
URL https://github.com/RobinHankin/emulator.git
BugReports https://github.com/RobinHankin/emulator/issues
NeedsCompilation no
Packaged 2019-03-19 19:20:27 UTC; rhankin
Repository CRAN
Date/Publication 2019-03-19 20:30:14 UTC
suggests knitr
depends mvtnorm , R (>= 3.0.1)
Contributors

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