calibrator: Bayesian calibration of complex computer codes

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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

View on CRAN

Man pages

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

Files in this package

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