Bayesian Prediction of Complex Computer Codes

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.


Reference manual

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install.packages("approximator")

1.3-0 by Robin K. S. Hankin, a month ago


https://github.com/RobinHankin/approximator


Report a bug at https://github.com/RobinHankin/approximator/issues


Browse source code at https://github.com/cran/approximator


Authors: Robin K. S. Hankin [aut, cre] (ORCID:


Documentation:   PDF Manual  


GPL-2 license


Imports mvtnorm, quadform

Depends on emulator


Depended on by BACCO.


See at CRAN