Bayesian Calibration of Complex Computer Codes

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 |

calibrator-package | Bayesian Calibration of Complex Computer Codes |

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 |

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