History Matching and Emulation Package
Diagnostic Analysis for Emulators
Output Plotting
Bimodal Emulation
Classification Diagnostics
Collect and order emulators
Comparison Diagnostics
Correlation Structure
Automated Diagnostics and Modifications
Diagnostic plots for wave outputs
Derivative inner product
Emulated Derivative Point Proposal
Find Effect Strength of Active Variables
Generate Emulators from Data
Plot Emulator Outputs
Bayes Linear Emulator
Exponential squared correlation function
Export Emulators
Automatic Wave Calculation
Gamma-exponential correlation function
Generate Proposal Points
Generate Proposal Points
Diagnostic Tests for Emulators
Hierarchical Bayes Linear Emulator
Output Hit Summary
IDEMC Point Generation
Import JSON Emulator Data
Predictive Error Plots
Matern correlation function
Generate Maximin Sample of Points
nth Maximum Implausibility
Ornstein-Uhlenbeck correlation function
Emulator Expectation Against Target Outputs
Active variable plotting
Plot Lattice of Emulator Implausibilities
Plot proposed points
Determine Principle Outputs
Data for an interesting emulation problem
Prototype Class for Emulator-like Objects
Rational Quadratic correlation function
Emulator Regression Residuals
Plot simulator outputs for multiple waves
Stochastic SIR Data
Percentage of Space Removed
Space Removal Diagnostics
Standardized Error Diagnostics
Subsetting for Bimodal/Variance Emulators
Summary Statistics for Emulators
Emulator Diagnostics
Validation Set Diagnostics and Implausibility
Variance Emulator Creation (Deprecated)
Multiple Wave Inputs vs Outputs
Multiple Wave Point Plotting
Multiple Wave Output Plotting
A set of objects and functions for Bayes Linear emulation and history matching. Core functionality includes automated training of emulators to data, diagnostic functions to ensure suitability, and a variety of proposal methods for generating 'waves' of points. For details on the mathematical background, there are many papers available on the topic (see references attached to function help files or the below references); for details of the functions in this package, consult the manual or help files. Iskauskas, A, et al. (2024) <doi:10.18637/jss.v109.i10>. Bower, R.G., Goldstein, M., and Vernon, I. (2010) <doi:10.1214/10-BA524>. Craig, P.S., Goldstein, M., Seheult, A.H., and Smith, J.A. (1997) <doi:10.1007/978-1-4612-2290-3_2>.
Useful links