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/.

Author | Robin K. S. Hankin |

Date of publication | 2013-12-09 08:22:43 |

Maintainer | Robin K. S. Hankin <hankin.robin@gmail.com> |

License | GPL |

Version | 1.2-6 |

**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

**C1:** Matrix of distances from D1 to D2

**cov.p5.supp:** Covariance function for posterior distribution of z

**create.new.toy.datasets:** Create new toy datasets

**D1.fun:** Function to join x.star to t.vec to give matrix D1

**D2.fun:** Augments observation points with parameters

**dists.2frames:** Distance between two points

**EK.eqn10.supp:** Posterior mean of K

**etahat:** Expectation of computer output

**E.theta.toy:** Expectation and variance with respect to theta

**extractor.toy:** Extracts lat/long matrix and theta matrix from D2.

**Ez.eqn7.supp:** Expectation of z given y, beta2, phi

**Ez.eqn9.supp:** Expectation as per equation 10 of KOH2001

**h1:** Basis functions

**H1.toy:** Basis functions for D1 and D2

**hbar.fun.toy:** Toy example of hbar (section 4.2)

**H.fun:** H function

**is.positive.definite:** Is a matrix positive definite?

**MH:** Very basic implementation of the Metropolis-Hastings...

**p.eqn4.supp:** Apostiori probability of psi1

**p.eqn8.supp:** A postiori probability of hyperparameters

**phi.fun.toy:** Functions to create or change hyperparameters

**p.page4:** A postiori probability of 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

**V1:** Distance matrix

**V2:** distance between observation points

**Vd:** Variance matrix for d

**V.fun:** Variance matrix for observations

**W:** covariance matrix for beta

**W1:** Variance matrix for beta1hat

**W2:** variance matrix for beta2

calibrator

calibrator/inst

calibrator/inst/CITATION

calibrator/inst/doc

calibrator/inst/doc/calex.R

calibrator/inst/doc/calex.pdf

calibrator/inst/doc/one.dim

calibrator/inst/doc/one.dim/data_maker_1d.R

calibrator/inst/doc/one.dim/phi_maker_1d.R

calibrator/inst/doc/one.dim/READ.ME

calibrator/inst/doc/one.dim/design_maker_1d.R

calibrator/inst/doc/one.dim/calex_1d.R

calibrator/inst/doc/one.dim/h1_h2_maker_1d.R

calibrator/inst/doc/one.dim/extractor_maker_1d.R

calibrator/inst/doc/one.dim/phi_fun_1d.R

calibrator/inst/doc/one.dim/Ed_theta_1d.R

calibrator/inst/doc/one.dim/params_maker_1d.R

calibrator/inst/doc/calex.Rnw

calibrator/NAMESPACE

calibrator/data

calibrator/data/toys.rda

calibrator/R

calibrator/R/calibrator.R
calibrator/vignettes

calibrator/vignettes/calex.Rnw

calibrator/MD5

calibrator/build

calibrator/build/vignette.rds

calibrator/DESCRIPTION

calibrator/man

calibrator/man/Ez.eqn7.supp.Rd
calibrator/man/tt.fun.Rd
calibrator/man/W.Rd
calibrator/man/is.positive.definite.Rd
calibrator/man/prob.psi1.Rd
calibrator/man/create.new.toy.datasets.Rd
calibrator/man/Ez.eqn9.supp.Rd
calibrator/man/H.fun.Rd
calibrator/man/V2.Rd
calibrator/man/p.eqn8.supp.Rd
calibrator/man/Vd.Rd
calibrator/man/tee.Rd
calibrator/man/V1.Rd
calibrator/man/W2.Rd
calibrator/man/stage1.Rd
calibrator/man/beta1hat.fun.Rd
calibrator/man/E.theta.toy.Rd
calibrator/man/W1.Rd
calibrator/man/h1.Rd
calibrator/man/etahat.Rd
calibrator/man/hbar.fun.toy.Rd
calibrator/man/phi.fun.toy.Rd
calibrator/man/reality.Rd
calibrator/man/D1.fun.Rd
calibrator/man/V.fun.Rd
calibrator/man/C1.Rd
calibrator/man/p.eqn4.supp.Rd
calibrator/man/p.page4.Rd
calibrator/man/H1.toy.Rd
calibrator/man/cov.p5.supp.Rd
calibrator/man/MH.Rd
calibrator/man/symmetrize.Rd
calibrator/man/dists.2frames.Rd
calibrator/man/beta2hat.fun.Rd
calibrator/man/extractor.toy.Rd
calibrator/man/blockdiag.Rd
calibrator/man/EK.eqn10.supp.Rd
calibrator/man/betahat.fun.koh.Rd
calibrator/man/D2.fun.Rd
calibrator/man/toys.Rd
Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.

All documentation is copyright its authors; we didn't write any of that.