predict.emulatorFit: Prediction using Emulators

Description Usage Arguments Details Value Author(s) References

Description

Predicts value and confidence interval at new inputs using Gaussian Process Emulation. This function should be preceded by the fitEmulator function.

Usage

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## S3 method for class 'emulatorFit'
predict(object, newdata, var.cov = FALSE, sd = TRUE,
  tol = -1e-11, ...)

Arguments

object

A fit object of class inheriting from 'emulatorFit'.

newdata

A data matrix of input(s) at which emulation is desired (new inputs). Must contain at least all parameters given in object$training.inputs. If missing, the fitted inputs object$training.inputs are used.

var.cov

Optionally calculates posterior variance covariance matrix. Default is set to FALSE. For large numbers of training and prediction data, this is quite time consuming.

sd

Optionally calculates only the posterior standard deviation. Default is set to TRUE.

tol

The tolerance for capping negative small values of posterior standard deviation to zero. The default is -10^-11.

...

Further arguments not used and an error is thrown if provided.

Details

Note that when using the LMC method, calculating the posterior variance is quite time-consuming.

Value

The function returns a list containting the following components:

posterior.mean Approximation of the outputs for the given inputs in newdata
posterior.variance Variance covariance matrix around this approximation
standard.deviation Standard Deviation of the approximation. It equals the square-root of the diagonal of the posterior.variance

When the number of outputs to emulate is more than 1, method = 'separable', and object is of class "emulatorFit" two extra values are returned from this function. These are

correlation.Matrix A spatial correlation matrix.
sigmahat A between outputs covariance matrix.

Author(s)

Originally written by Jeremy Oakley. Modified by Sajni Malde.

References

Oakley, J. (1999). Bayesian uncertainty analysis for complex computer codes, Ph.D. thesis, University of Sheffield.


OakleyJ/MUCM documentation built on May 7, 2019, 9:01 p.m.