Tag Archives: gaussian process

Sensitivity analysis with R

After last week’s post, I thought it might be useful to have some practical examples of how to do sensitivity analysis (SA) of complex models (like climate models) with an emulator. SA is one of those things that everyone wants to do at some point, and I’ll be able to point people here for code […]

Choosing your next design point

You can use the R package DiceOptim to choose the next point to run your expensive simulator. Here’s a gif of function EGO.nsteps() in action, choosing one point at a time, with an initial design of three points.   It doesn’t behave in exactly the way I expected, putting lots of points in that well […]