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approximator - MaRDI portal

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approximator (Q36441)

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Bayesian Prediction of Complex Computer Codes
Language Label Description Also known as
English
approximator
Bayesian Prediction of Complex Computer Codes

    Statements

    instance of
    R package
    0 references
    software version identifier
    1.2-7
    publication date
    29 August 2018
    0 references
    1.1-5
    publication date
    18 July 2009
    0 references
    1.1-6
    publication date
    16 October 2009
    0 references
    1.2-2
    publication date
    18 March 2011
    0 references
    1.2-6
    publication date
    8 December 2013
    0 references
    1.2-8
    publication date
    24 August 2023
    0 references
    programmed in
    R
    0 references
    last update
    24 August 2023
    0 references
    description
    Performs Bayesian prediction of complex computer codes when fast approximations are available. It uses a hierarchical version of the Gaussian process, originally proposed by Kennedy and O'Hagan (2000), Biometrika 87(1):1.
    0 references
    author
    Robin K. S. Hankin
    0 references
    imports
    mvtnorm
    0 references

    Identifiers

    swMATH work ID
    24689
    0 references
    CRAN project
    approximator
    0 references
     
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