approximator: Bayesian Prediction of Complex Computer Codes

Performs Bayesian prediction of complex computer codes when fast approximations are available. It uses a hierarchical version of the Gaussian process, originally proposed by Kennedy and O'Hagan (2000), Biometrika 87(1):1.

Package details

AuthorRobin K. S. Hankin
MaintainerRobin K. S. Hankin <[email protected]>
Package repositoryView on CRAN
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approximator documentation built on May 2, 2019, 8:31 a.m.