| calibrator-package {calibrator} | R Documentation |
Bayesian Calibration of Complex Computer Codes
Description
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/.
Details
The DESCRIPTION file:
| Package: | calibrator |
| Type: | Package |
| Title: | Bayesian Calibration of Complex Computer Codes |
| Version: | 1.2-8 |
| Authors@R: | person(given=c("Robin", "K. S."), family="Hankin", role = c("aut","cre"), email="hankin.robin@gmail.com", comment = c(ORCID = "0000-0001-5982-0415")) |
| Depends: | R (>= 2.0.0), emulator (>= 1.2-11), mvtnorm |
| Imports: | cubature |
| Maintainer: | Robin K. S. Hankin <hankin.robin@gmail.com> |
| Description: | 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/. |
| License: | GPL-2 |
| URL: | https://github.com/RobinHankin/calibrator.git |
| BugReports: | https://github.com/RobinHankin/calibrator/issues |
| Author: | Robin K. S. Hankin [aut, cre] (<https://orcid.org/0000-0001-5982-0415>) |
Index of help topics:
C1 Matrix of distances from D1 to D2
D1.fun Function to join x.star to t.vec to give matrix
D1
D2.fun Augments observation points with parameters
E.theta.toy Expectation and variance with respect to theta
EK.eqn10.supp Posterior mean of K
Ez.eqn7.supp Expectation of z given y, beta2, phi
Ez.eqn9.supp Expectation as per equation 10 of KOH2001
H.fun H function
H1.toy Basis functions for D1 and D2
MH Very basic implementation of the
Metropolis-Hastings algorithm
V.fun Variance matrix for observations
V1 Distance matrix
V2 distance between observation points
Vd Variance matrix for d
W covariance matrix for beta
W1 Variance matrix for beta1hat
W2 variance matrix for beta2
beta1hat.fun beta1 estimator
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 Bayesian Calibration of Complex Computer Codes
cov.p5.supp Covariance function for posterior distribution
of z
create.new.toy.datasets
Create new toy datasets
dists.2frames Distance between two points
etahat Expectation of computer output
extractor.toy Extracts lat/long matrix and theta matrix from
D2.
h1.toy Basis functions
hbar.fun.toy Toy example of hbar (section 4.2)
is.positive.definite Is a matrix positive definite?
p.eqn4.supp Apostiori probability of psi1
p.eqn8.supp A postiori probability of hyperparameters
p.page4 A postiori probability of hyperparameters
phi.fun.toy Functions to create or change hyperparameters
prob.psi1 A priori probability of psi1, psi2, and theta
reality Reality
stage1 Stage 1,2 and 3 optimization on toy dataset
symmetrize Symmetrize an upper triangular matrix
tee Auxiliary functions for equation 9 of the
supplement
toys Toy datasets
tt.fun Integrals needed in KOH2001
Further information is available in the following vignettes:
calex | Calex: a cookbook for the emulator package (source) |
Author(s)
NA
Maintainer: Robin K. S. Hankin <hankin.robin@gmail.com>
References
-
M. C. Kennedy and A. O'Hagan 2001. “Bayesian calibration of computer models”. Journal of the Royal Statistical Society, Series B, 63(3): 425–464
-
R. K. S. Hankin 2005. “Introducing BACCO, an R bundle for Bayesian analysis of computer code output”, Journal of Statistical Software, 14(16)