genie {approximator}

Genie datasets for approximator package

Description

Genie datasets that illustrate the package.

Format

The genie example is a case with three levels.

The D1.genie matrix is 36 rows of code run points, corresponding to the observations of the level 1 code. It has four columns, one per parameter.

hpa.genie is a hyperparameter object.

subsets.genie is a list of three elements. Element i corresponds to the rows of D1.genie at which level i has been observed.

z.genie is a three element list. Each element is a vector; element i corresponds to observations of level i. The lengths will match those of subsets.genie.

Function basis.genie() is a suitable basis function.

Function hpa.fun.genie() creates a hyperparameter object in a form suitable for passing to the other functions in the library.

Author(s)

Robin K. S. Hankin

References

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

data(genie)
z.genie


jj <- list(trace=100,maxit=10)

hpa.genie.level1 <- opt.1(D=D1.genie, z=z.genie,
                          basis=basis.genie, subsets=subsets.genie,
                          hpa.start=hpa.genie.start,control=jj)
 
hpa.genie.level2 <- opt.gt.1(level=2, D=D1.genie, z=z.genie,
                          basis=basis.genie, subsets=subsets.genie,
                          hpa.start=hpa.genie.level1,control=jj)

hpa.genie.level3 <- opt.gt.1(level=3, D=D1.genie, z=z.genie,
                          basis=basis.genie, subsets=subsets.genie,
                          hpa.start=hpa.genie.level2,control=jj)