Sequential history matching — history_match • rmorie

Wilkinson (2014) Sec. 3: waves of design, emulate, rule out, redesign. Returns the GP fit and a list of per-wave summaries.

Usage

history_match(
  sim,
  obs,
  prior_ppf,
  n_waves = 3L,
  n_design = 32L,
  n_sim = 50L,
  epsilon = 1,
  summary = NULL,
  threshold = 10,
  n_sd = 3,
  kernel = "sqexp",
  accept_kernel = "gaussian",
  seed = 0L
)

Arguments

sim: See Usage.
obs: See Usage.
prior_ppf: See Usage.
n_waves: See Usage.
n_design: See Usage.
n_sim: See Usage.
epsilon: See Usage.
summary: See Usage.
threshold: See Usage.
n_sd: See Usage.
kernel: See Usage.
accept_kernel: See Usage.
seed: See Usage.

Examples

# \donttest{
sim <- function(theta, e) theta + c(-0.5, 0, 0.5)
hm <- history_match(sim, obs = c(0.5, 1, 1.5), prior_ppf = list(-2, 4), n_waves = 2L,
                    n_design = 12L, n_sim = 5L)
names(hm)
#> [1] "fit"   "waves"
# }