calibrator: Bayesian calibration of complex computer codes
Version 1.2-6

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/.

Browse man pages Browse package API and functions Browse package files

AuthorRobin K. S. Hankin
Date of publication2013-12-09 08:22:43
MaintainerRobin K. S. Hankin <hankin.robin@gmail.com>
LicenseGPL
Version1.2-6
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("calibrator")

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

Functions

C1 Man page
Cov.eqn9.supp Man page
D1.fun Man page
D1.toy Man page
D2.fun Man page
D2.toy Man page
E.theta.toy Man page
EK.eqn10.supp Man page
Edash.theta.toy Man page
Ez.eqn7.supp Man page
Ez.eqn9.supp Man page
Ez.eqn9.supp.vector Man page
H.fun Man page
H1.toy Man page
H2.toy Man page
MH Man page
V.fun Man page
V.toy Man page
V1 Man page
V2 Man page
Vd Man page
W Man page
W1 Man page
W2 Man page
X.dist.toy Man page
beta1hat.fun Man page
beta2hat.fun Man page
betahat.fun.koh Man page
betahat.fun.koh.vector Man page
blockdiag Man page
computer.model Man page
cov.p5.supp Man page
create.new.toy.datasets Man page
d.toy Man page
dists.2frames Man page
etahat Man page
extractor.toy Man page
h.fun Man page
h1.toy Man page
h2.toy Man page
hbar.fun.toy Man page
hh.fun Man page
ht.fun Man page
is.positive.definite Man page
model.inadequacy Man page
p.eqn4.supp Man page
p.eqn8.supp Man page
p.eqn8.supp.vector Man page
p.equationn4.supp Man page
p.page4 Man page
phi.change Man page
phi.fun.toy Man page
phi.toy Man page
phi.true Man page
phi.true.toy Man page
prob.psi1 Man page
prob.psi2 Man page
prob.theta Man page
reality Man page
sample.theta Man page
stage1 Man page
stage2 Man page
stage3 Man page
symmetrize Man page
t.fun Man page
t.vec.toy Man page
tee Man page
theta.toy Man page
toys Man page
tt.fun Man page
x.toy Man page
x.toy2 Man page
x.vec Man page
y.toy Man page
z.toy Man page

Files

inst
inst/CITATION
inst/doc
inst/doc/calex.R
inst/doc/calex.pdf
inst/doc/one.dim
inst/doc/one.dim/data_maker_1d.R
inst/doc/one.dim/phi_maker_1d.R
inst/doc/one.dim/READ.ME
inst/doc/one.dim/design_maker_1d.R
inst/doc/one.dim/calex_1d.R
inst/doc/one.dim/h1_h2_maker_1d.R
inst/doc/one.dim/extractor_maker_1d.R
inst/doc/one.dim/phi_fun_1d.R
inst/doc/one.dim/Ed_theta_1d.R
inst/doc/one.dim/params_maker_1d.R
inst/doc/calex.Rnw
NAMESPACE
data
data/toys.rda
R
R/calibrator.R
vignettes
vignettes/calex.Rnw
MD5
build
build/vignette.rds
DESCRIPTION
man
man/Ez.eqn7.supp.Rd
man/tt.fun.Rd
man/W.Rd
man/is.positive.definite.Rd
man/prob.psi1.Rd
man/create.new.toy.datasets.Rd
man/Ez.eqn9.supp.Rd
man/H.fun.Rd
man/V2.Rd
man/p.eqn8.supp.Rd
man/Vd.Rd
man/tee.Rd
man/V1.Rd
man/W2.Rd
man/stage1.Rd
man/beta1hat.fun.Rd
man/E.theta.toy.Rd
man/W1.Rd
man/h1.Rd
man/etahat.Rd
man/hbar.fun.toy.Rd
man/phi.fun.toy.Rd
man/reality.Rd
man/D1.fun.Rd
man/V.fun.Rd
man/C1.Rd
man/p.eqn4.supp.Rd
man/p.page4.Rd
man/H1.toy.Rd
man/cov.p5.supp.Rd
man/MH.Rd
man/symmetrize.Rd
man/dists.2frames.Rd
man/beta2hat.fun.Rd
man/extractor.toy.Rd
man/blockdiag.Rd
man/EK.eqn10.supp.Rd
man/betahat.fun.koh.Rd
man/D2.fun.Rd
man/toys.Rd
calibrator documentation built on May 19, 2017, 3:29 p.m.