OO2002
(Package: emulator) :
Implementation of the ideas of Oakley and O'Hagan 2002
Implementation of the ideas of Oakley and O'Hagan 2002: var.conditional() calculates the conditional variance-covariance matrix, and cond.sample() samples from the appropriate multivariate t distribution.
● Data Source:
CranContrib
● Keywords: models
● Alias: OO2002, cond.sample, var.conditional
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betahat.fun
(Package: emulator) :
Calculates MLE coefficients of linear fit
Determines the MLE (least squares) regression coeffients for the specified regression basis.
● Data Source:
CranContrib
● Keywords: models
● Alias: betahat.fun, betahat.fun.A
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sample.n.fit
(Package: emulator) :
Sample from a Gaussian process and fit an emulator to the points
Sample 'n' fit: sample from an appropriate multivariate Gaussian process in one dimension, then fit an emulator to it.
● Data Source:
CranContrib
● Keywords: models
● Alias: sample.n.fit
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Gives the a postiori likelihood for the roughness parameters as a function of the observations.
● Data Source:
CranContrib
● Keywords: array
● Alias: scales.likelihood
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makeinputfiles
(Package: emulator) :
Makes input files for condor runs of goldstein
Wrapper to create arbitrary numbers of condor-compatible goldstein runnable input files. Function sample.from.exp.est() samples from the appropriate distribution.
● Data Source:
CranContrib
● Keywords: models
● Alias: makeinputfiles, sample.from.exp.est
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optimal.scales
(Package: emulator) :
Use optimization techniques to find the optimal scales
Uses optimization techniques (either Nelder-Mead or simulated annealing) to find the optimal scales, or roughness lengths. Function optimal.scale() (ie singular) finds the optimal scale on the assumption that the roughness is isotropic so all scales are identical.
● Data Source:
CranContrib
● Keywords: models
● Alias: optimal.scale, optimal.scales
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s.chi
(Package: emulator) :
Variance estimator
Returns estimator for a priori sigma^2
● Data Source:
CranContrib
● Keywords: models
● Alias: s.chi
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model
(Package: emulator) :
Simple model for concept checking
Oakley's simple model, used as an example for proof-of-concept
● Data Source:
CranContrib
● Keywords: models
● Alias: model
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pad
(Package: emulator) :
Simple pad function
Places zeros to the left of a string. If the string consists only of digits 0-9, pad() does not change the value of the string if interpreted as a numeric.
● Data Source:
CranContrib
● Keywords: array
● Alias: pad
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quad.form
(Package: emulator) :
Evaluate a quadratic form efficiently
Given a square matrix M of size n*n, and a matrix x of size n*p (or a vector of length n), evaluate various quadratic forms.
● Data Source:
CranContrib
● Keywords: array
● Alias: cprod, ht, quad.3form, quad.3tform, quad.diag, quad.form, quad.form.inv, quad.tdiag, quad.tform, quad.tform.inv, tcprod
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