emulator: Bayesian emulation of computer programs

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This package allows one to estimate the output of a computer program, as a function of the input parameters, without actually running it. The computer program is assumed to be a Gaussian process, whose parameters are estimated using Bayesian techniques that give a PDF of expected program output. This PDF is conditional on a ``training set'' of runs, each consisting of a point in parameter space and the model output at that point. The emphasis is on complex codes that take weeks or months to run, and that have a large number of undetermined input parameters; many climate prediction models fall into this class. The emulator essentially determines Bayesian posterior estimates of the PDF of the output of a model, conditioned on results from previous runs and a user-specified prior linear model. A working example is given in the help page for function `interpolant()', which should be the first point of reference.

Author
Robin K. S. Hankin
Date of publication
2014-09-08 06:58:23
Maintainer
Robin K. S. Hankin <hankin.robin@gmail.com>
License
GPL
Version
1.2-15

View on CRAN

Man pages

betahat.fun
Calculates MLE coefficients of linear fit
corr
correlation function for calculating A
emulator-package
Emulation of computer code output
estimator
Estimates each known datapoint using the others as datapoints
expert.estimates
Expert estimates for Goldstein input parameters
interpolant
Interpolates between known points using Bayesian estimation
latin.hypercube
Latin hypercube design matrix
makeinputfiles
Makes input files for condor runs of goldstein
model
Simple model for concept checking
oo2002
Implementation of the ideas of Oakley and O'Hagan 2002
optimal.scales
Use optimization techniques to find the optimal scales
pad
Simple pad function
prior.b
Prior linear fits
quad.form
Evaluate a quadratic form efficiently
regressor.basis
Regressor basis function
results.table
Results from 100 Goldstein runs
sample.n.fit
Sample from a Gaussian process and fit an emulator to the...
scales.likelihood
Likelihood of roughness parameters
s.chi
Variance estimator
sigmahatsquared
Estimator for sigma squared
toy
A toy dataset
tr
Trace of a matrix

Files in this package

emulator
emulator/inst
emulator/inst/CITATION
emulator/inst/doc
emulator/inst/doc/uncertainty.bib
emulator/inst/doc/emulex.Rnw
emulator/inst/doc/emulex.R
emulator/inst/doc/emulex.pdf
emulator/NAMESPACE
emulator/data
emulator/data/expert.estimates.rda
emulator/data/toy.rda
emulator/data/results.table.rda
emulator/R
emulator/R/aaa_cprod.R
emulator/R/emulator.R
emulator/vignettes
emulator/vignettes/uncertainty.bib
emulator/vignettes/.install_extras
emulator/vignettes/emulex.Rnw
emulator/MD5
emulator/build
emulator/build/vignette.rds
emulator/DESCRIPTION
emulator/man
emulator/man/oo2002.Rd
emulator/man/betahat.fun.Rd
emulator/man/sample.n.fit.Rd
emulator/man/scales.likelihood.Rd
emulator/man/makeinputfiles.Rd
emulator/man/optimal.scales.Rd
emulator/man/toy.Rd
emulator/man/s.chi.Rd
emulator/man/model.Rd
emulator/man/results.table.Rd
emulator/man/pad.Rd
emulator/man/quad.form.Rd
emulator/man/estimator.Rd
emulator/man/prior.b.Rd
emulator/man/regressor.basis.Rd
emulator/man/sigmahatsquared.Rd
emulator/man/emulator-package.Rd
emulator/man/expert.estimates.Rd
emulator/man/interpolant.Rd
emulator/man/latin.hypercube.Rd
emulator/man/tr.Rd
emulator/man/corr.Rd