approximator

Last update 24 August 2023

Copyright license GNU General Public License, version 2.0

Software version identifier 1.2-7, 1.1-5, 1.1-6, 1.2-2, 1.2-6, 1.2-8

Source code repository https://github.com/cran/approximator

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.

Cited in

(1)

BACCO

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