array

Allows one to estimate the output of a computer program,
as a function of the input parameters, without actually running it.
The computer program is assumed to be a Gaussian process, whose
parameters are estimated using Bayesian techniques that give a PDF of
expected program output.  This PDF is conditional on a training set
of runs, each consisting of a point in parameter space and the model
output at that point.  The emphasis is on complex codes that take
weeks or months to run, and that have a large number of undetermined
input parameters; many climate prediction models fall into this
class.  The emulator essentially determines Bayesian posterior
estimates of the PDF of the output of a model, conditioned on results
from previous runs and a user-specified prior linear model.  The
package includes functionality to evaluate quadratic forms
efficiently.

Robin K S Hankin

emulator

Bayesian Emulation of Computer Programs

tr function

<dl> <dt>a</dt>
<dd>Matrix whose trace is desired</dd></dl>

tr: Trace of a matrix

Description

Usage

Arguments

Author

Examples