calibrator1.2-8 package

Bayesian Calibration of Complex Computer Codes

blockdiag

Assembles matrices blockwise into a block diagonal matrix

C1

Matrix of distances from D1 to D2

calibrator-package

tools:::Rd_package_title("calibrator")

beta1hat.fun

beta1 estimator

beta2hat.fun

estimator for beta2

betahat.fun.koh

Expectation of beta, given theta, phi and d

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

E.theta.toy

Expectation and variance with respect to theta

EK.eqn10.supp

Posterior mean of K

etahat

Expectation of computer output

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

H.fun

H function

h1

Basis functions

H1.toy

Basis functions for D1 and D2

hbar.fun.toy

Toy example of hbar (section 4.2)

is.positive.definite

Is a matrix positive definite?

MH

Very basic implementation of the Metropolis-Hastings algorithm

p.eqn4.supp

Apostiori probability of psi1

p.eqn8.supp

A postiori probability of hyperparameters

p.page4

A postiori probability of hyperparameters

phi.fun.toy

Functions to create or change 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

tt.fun

Integrals needed in KOH2001

V.fun

Variance matrix for observations

V1

Distance matrix

V2

distance between observation points

Vd

Variance matrix for d

W

covariance matrix for beta

W1

Variance matrix for beta1hat

W2

variance matrix for beta2

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/.

  • Maintainer: Robin K. S. Hankin
  • License: GPL-2
  • Last published: 2019-03-07