calibrator: Bayesian calibration of complex computer codes

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/.

AuthorRobin K. S. Hankin
Date of publication2013-12-09 08:22:43
MaintainerRobin K. S. Hankin <hankin.robin@gmail.com>
LicenseGPL
Version1.2-6

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

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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