model: Generates 'model.class' objects.

In CaliCo: Code Calibration in a Bayesian Framework

Description

model is a function that generates a calibration model and the associated likelihood.

Usage

model(code, X, Yexp, model = "model1", ...)

Arguments

code	the computational code (function of X and theta)
X	the matrix of the forced variables
Yexp	the vector of the experiments
model	string of the model chosen ("model1","model2","model3","model4") by default "model1" is chosen. See details for further clarifications
...	additional options (see details section)

Details

The different statistical models are:

• Model1:

  for i in [1,...,n] Yexp_i=f(x_i,Θ)+ε(x_i)

• Model2:

  for i in [1,...,n] Yexp_i=F(x_i,Θ)+ε(x_i)

• Model3:

  for i in [1,...,n] Yexp_i=f(x_i,Θ)+δ(x_i)+ε(x_i)

• Model4:

  for i in [1,...,n] Yexp_i=F(x_i,Θ)+δ(x_i)+ε(x_i)

where for i in [1,…,n] ε(x_i)~N(0,σ^2), F(.,.)~PG(m_1(.,.),c_1{(.,.),(.,.)}) and δ(.)~PG(m_2(.),c_2(.,.)). There is four kind of models in calibration. They are properly defined in [1].

To establish a Gaussian process three options are available:

• opt.gp is an option list containing the parameters to establish the surrogate (only for model2 and model4).

  • type type of the chosen kernel (value by default "matern5_2") from km function

  • DOE design of experiments for the surrogate (default value NULL). If NULL the DOE is automatically generated with the opt.emul option.

• opt.emul is an option list containing characteristics about emulation option (only for model2 and model4).

  • p the number of parameter in the model (default value 1)

  • n.emul the number of points for contituing the Design Of Experiments (DOE) (default value 100)

  • binf the lower bound of the parameter vector (default value 0)

  • bsup the upper bound of the parameter vector (default value 1)

• opt.sim is an option list containing the design and corresponding outputs of the code, in the case where no numerical code is available (only for model2 and model4).

  • Ysim Output of the code

  • DOEsim DOE corresponding to the output of the code

To add a discrepancy in the model, the option opt.disc must be added:

• opt.disc is an option list containing characteristics on the discrepancy (only for model3 and model4)

  • kernel.type see kernel.fun for further details

Value

model returns a model.class object. This class contains two main methods:

• plot(model,x) this method generates the plot for a new Θ, Θ_D (for model3 and model4), σ^2. The parameter values need to be added to the model with the pipe %<%. The argument x represents the x-axis and have to be specified to produce a plot.

• print(model) this method presents several pieces of information about the model.

Author(s)

M. Carmassi

References

[1] CARMASSI, Mathieu, BARBILLON, Pierre, KELLER, Merlin, et al. Bayesian calibration of a numerical code for prediction. arXiv preprint arXiv:1801.01810, 2018.

See Also

prior, calibrate, forecast, sequentialDesign

Examples

## Not run: 
###### The code to calibrate
X <- cbind(seq(0,1,length.out=5),seq(0,1,length.out=5))
code <- function(X,theta)
{
  return((6*X[,1]*theta[2]-2)^2*theta[1]*sin(theta[3]*X[,2]-4))
}
Yexp <- code(X,c(1,1,11))+rnorm(5,0,0.1)

###### For the first model
### Generate the model
model1 <- model(code,X,Yexp,"model1")
### Plot the results with the first column of X
model1 %<% list(theta=c(1,1,11),var=0.01)
plot(model1,X[,1],CI="err")

### Summury of the foo class generated
print(model1)

###### For the second model
### code function is available, no DOE generated upstream
binf <- c(0.9,0.9,10.5)
bsup <- c(1.1,1.1,11.5)
opt.gp <- list(type="matern5_2", DOE=NULL)
opt.emul <- list(p=3,n.emul=150,binf=binf,bsup=bsup,type="maximinLHS")
model2 <- model(code,X,Yexp,"model2",
                opt.gp=opt.gp,
                opt.emul=opt.emul)
model2 %<% list(theta=c(1,1,11),var=0.1)
### Plot the model
plot(model2,X[,1])

### code function is available and use a specific DOE
DOE <- DiceDesign::lhsDesign(20,5)$design
DOE[,3:5] <- unscale(DOE[,3:5],binf,bsup)

opt.gp <- list(type="matern5_2", DOE=DOE)
model2 <- model(code,X,Yexp,"model2",
                opt.gp=opt.gp)
model2 %<% list(theta=c(1,1,11),var=0.1)
plot(model2,X[,1])

### no code function but DOE and code output available
Ysim <- matrix(nr=20,nc=1)
for (i in 1:20)
{
  covariates <- as.matrix(DOE[i,1:2])
  dim(covariates) <- c(1,2)
  Ysim[i] <- code(covariates,DOE[i,3:5])
}

opt.sim <- list(Ysim=Ysim,DOEsim=DOE)
opt.gp <- list(type="matern5_2", DOE=NULL)
model2 <- model(code=NULL,X,Yexp,"model2",
                opt.gp=opt.gp,
                opt.sim=opt.sim)
model2 %<% list(theta=c(1,1,11),var=0.1)
plot(model2,X[,1])

###### For the third model
model3 <- model(code,X,Yexp,"model3",opt.disc=list(kernel.type="gauss"))
model3 %<% list(theta=c(1,1,11),thetaD=c(20,0.5),var=0.1)
plot(model3,X[,1],CI="err")
print(model3)


## End(Not run)

CaliCo documentation built on May 2, 2019, 4:05 p.m.