Bayesian Calibration of Complex Computer Codes

[Up] [Top]

Documentation for package ‘calibrator’ version 1.2-8

Help Pages

calibrator-package 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
betahat.fun.koh.vector 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 Bayesian Calibration of Complex Computer Codes
computer.model Reality
Cov.eqn9.supp Covariance function for posterior distribution of z
cov.p5.supp Covariance function for posterior distribution of z
create.new.toy.datasets Create new toy datasets
d.toy Toy datasets
D1.fun Function to join x.star to t.vec to give matrix D1
D1.toy Toy datasets
D2.fun Augments observation points with parameters
D2.toy Toy datasets
dists.2frames Distance between two points
E.theta.toy Expectation and variance with respect to theta
Edash.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
Ez.eqn9.supp.vector Expectation as per equation 10 of KOH2001
H.fun H function
h.fun Auxiliary functions for equation 9 of the supplement
H1.toy Basis functions for D1 and D2
h1.toy Basis functions
H2.toy Basis functions for D1 and D2
h2.toy Basis functions
hbar.fun.toy Toy example of hbar (section 4.2)
hh.fun Integrals needed in KOH2001
ht.fun Integrals needed in KOH2001
is.positive.definite Is a matrix positive definite?
MH Very basic implementation of the Metropolis-Hastings algorithm
model.inadequacy Reality
p.eqn4.supp Apostiori probability of psi1
p.eqn8.supp A postiori probability of hyperparameters
p.eqn8.supp.vector A postiori probability of hyperparameters
p.equationn4.supp Apostiori probability of psi1
p.page4 A postiori probability of hyperparameters
phi.change Functions to create or change hyperparameters
phi.fun.toy Functions to create or change hyperparameters
phi.toy Toy datasets
phi.true Reality
phi.true.toy Reality
prob.psi1 A priori probability of psi1, psi2, and theta
prob.psi2 A priori probability of psi1, psi2, and theta
prob.theta A priori probability of psi1, psi2, and theta
reality Reality
sample.theta A priori probability of psi1, psi2, and theta
stage1 Stage 1,2 and 3 optimization on toy dataset
stage2 Stage 1,2 and 3 optimization on toy dataset
stage3 Stage 1,2 and 3 optimization on toy dataset
symmetrize Symmetrize an upper triangular matrix
t.fun Integrals needed in KOH2001
t.vec.toy Toy datasets
tee Auxiliary functions for equation 9 of the supplement
theta.toy Toy datasets
toys Toy datasets
tt.fun Integrals needed in KOH2001
V.fun Variance matrix for observations
V.toy Toy datasets
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
X.dist.toy Toy datasets
x.toy Toy datasets
x.toy2 Toy datasets
x.vec Toy datasets
y.toy Toy datasets
z.toy Toy datasets