Package: calibrator 1.2-9

calibrator: Bayesian Calibration of Complex Computer Codes

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/.

Authors:Robin K. S. Hankin [aut, cre]

calibrator_1.2-9.tar.gz
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manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
calibrator/json (API)

# Install 'calibrator' in R:

install.packages('calibrator', repos = c('https://robinhankin.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/robinhankin/calibrator/issues

Datasets:

d.toy - Toy datasets
D1.toy - Toy datasets
D2.toy - Toy datasets
phi.toy - Toy datasets
t.vec.toy - Toy datasets
theta.toy - Toy datasets
V.toy - Toy datasets
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

On CRAN:

5.29 score 1 stars 3 packages 50 scripts 4.4k downloads 58 exports 4 dependencies

Last updated from:8637464ef2. Checks:9 OK. Indexed: yes.

Target	Result	Time
linux-devel-x86_64	OK	113
source / vignettes	OK	158
linux-release-x86_64	OK	144
macos-release-arm64	OK	102
macos-oldrel-arm64	OK	90
windows-devel	OK	76
windows-release	OK	68
windows-oldrel	OK	72
wasm-release	OK	93

Exports:beta1hat.fun beta2hat.fun betahat.fun.koh betahat.fun.koh.vector blockdiag C1 computer.model Cov.eqn9.supp cov.p5.supp create.new.toy.datasets D1.fun D2.fun dists.2frames E.theta.toy Edash.theta.toy EK.eqn10.supp etahat extractor.toy Ez.eqn7.supp Ez.eqn9.supp Ez.eqn9.supp.vector h.fun H.fun h1.toy H1.toy h2.toy H2.toy hbar.fun.toy hh.fun ht.fun is.positive.definite MH model.inadequacy p.eqn4.supp p.eqn8.supp p.eqn8.supp.vector p.page4 phi.change phi.fun.toy phi.true.toy prob.psi1 prob.psi2 prob.theta sample.theta stage1 stage2 stage3 symmetrize t.fun tee tt.fun V.fun V1 V2 Vd W W1 W2

Dependencies:cubature emulator mvtnorm Rcpp

Calex: a cookbook for the emulator package

Rendered fromcalex.Rnwusingutils::Sweave

Last update: 2019-03-06
Started: 2019-03-06

Citation

Development and contributors

Readme and manuals

Help Manual

Help page	Topics
Bayesian Calibration of Complex Computer Codes	calibrator-package calibrator
beta1 estimator	beta1hat.fun
estimator for beta2	beta2hat.fun
Expectation of beta, given theta, phi and d	betahat.fun.koh betahat.fun.koh.vector
Assembles matrices blockwise into a block diagonal matrix	blockdiag
Matrix of distances from D1 to D2	C1
Covariance function for posterior distribution of z	Cov.eqn9.supp cov.p5.supp
Create new toy datasets	create.new.toy.datasets
Function to join x.star to t.vec to give matrix D1	D1.fun
Augments observation points with parameters	D2.fun
Distance between two points	dists.2frames
Expectation and variance with respect to theta	E.theta.toy Edash.theta.toy
Posterior mean of K	EK.eqn10.supp
Expectation of computer output	etahat
Extracts lat/long matrix and theta matrix from D2.	extractor.toy
Expectation of z given y, beta2, phi	Ez.eqn7.supp
Expectation as per equation 10 of KOH2001	Ez.eqn9.supp Ez.eqn9.supp.vector
H function	H.fun
Basis functions	h1.toy h2.toy
Basis functions for D1 and D2	H1.toy H2.toy
Toy example of hbar (section 4.2)	hbar.fun.toy
Is a matrix positive definite?	is.positive.definite
Very basic implementation of the Metropolis-Hastings algorithm	MH
Apostiori probability of psi1	p.eqn4.supp p.equationn4.supp
A postiori probability of hyperparameters	p.eqn8.supp p.eqn8.supp.vector
A postiori probability of hyperparameters	p.page4
Functions to create or change hyperparameters	phi.change phi.fun.toy
A priori probability of psi1, psi2, and theta	prob.psi1 prob.psi2 prob.theta sample.theta
Reality	computer.model model.inadequacy phi.true phi.true.toy reality
Stage 1,2 and 3 optimization on toy dataset	stage1 stage2 stage3
Symmetrize an upper triangular matrix	symmetrize
Auxiliary functions for equation 9 of the supplement	h.fun tee
Toy datasets	d.toy D1.toy D2.toy phi.toy t.vec.toy theta.toy toys V.toy X.dist.toy x.toy x.toy2 x.vec y.toy z.toy
Integrals needed in KOH2001	hh.fun ht.fun t.fun tt.fun
Variance matrix for observations	V.fun
Distance matrix	V1
distance between observation points	V2
Variance matrix for d	Vd
covariance matrix for beta	W
Variance matrix for beta1hat	W1
variance matrix for beta2	W2