Bayesian Emulation of Computer Programs

Allows one to estimate the output of a computer program, as a function of the input parameters, without actually running it. The computer program is assumed to be a Gaussian process, whose parameters are estimated using Bayesian techniques that give a PDF of expected program output. This PDF is conditional on a training set of runs, each consisting of a point in parameter space and the model output at that point. The emphasis is on complex codes that take weeks or months to run, and that have a large number of undetermined input parameters; many climate prediction models fall into this class. The emulator essentially determines Bayesian posterior estimates of the PDF of the output of a model, conditioned on results from previous runs and a user-specified prior linear model. A vignette is provided and the help pages include examples.

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- Package
- emulator
- Type
- Package
- Title
- Bayesian Emulation of Computer Programs
- Version
- 1.2-20
- VignetteBuilder
- knitr
- Depends
- R (>= 3.0.1), mvtnorm
- Suggests
- knitr
- Maintainer
- Robin K. S. Hankin
- Description
- Allows one to estimate the output of a computer program, as a function of the input parameters, without actually running it. The computer program is assumed to be a Gaussian process, whose parameters are estimated using Bayesian techniques that give a PDF of expected program output. This PDF is conditional on a training set of runs, each consisting of a point in parameter space and the model output at that point. The emphasis is on complex codes that take weeks or months to run, and that have a large number of undetermined input parameters; many climate prediction models fall into this class. The emulator essentially determines Bayesian posterior estimates of the PDF of the output of a model, conditioned on results from previous runs and a user-specified prior linear model. A vignette is provided and the help pages include examples.
- License
- GPL
- URL
- BugReports
- https://github.com/RobinHankin/emulator/issues
- NeedsCompilation
- no
- Packaged
- 2019-03-19 19:20:27 UTC; rhankin
- Author
- Robin K. S. Hankin [aut, cre] ()
- Repository
- CRAN
- Date/Publication
- 2019-03-19 20:30:14 UTC

`install.packages('emulator')`

1.2-20

2 months ago

https://github.com/RobinHankin/emulator.git

Robin K. S. Hankin

GPL

R (>= 3.0.1), mvtnorm