approximator
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Software:36441
swMATH24689CRANapproximatorMaRDI QIDQ36441FDOQ36441
Bayesian Prediction of Complex Computer Codes
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
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.
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