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SAVE: An R Package for the Statistical Analysis of Computer Models

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  • Palomo, Jesús
  • Paulo, Rui
  • García-Donato, Gonzalo

Abstract

This paper introduces the R package SAVE which implements statistical methodology for the analysis of computer models. Namely, the package includes routines that perform emulation, calibration and validation of this type of models. The methodology is Bayesian and is essentially that of Bayarri, Berger, Paulo, Sacks, Cafeo, Cavendish, Lin, and Tu (2007). The package is available through the Comprehensive R Archive Network. We illustrate its use with a real data example and in the context of a simulated example.

Suggested Citation

  • Palomo, Jesús & Paulo, Rui & García-Donato, Gonzalo, 2015. "SAVE: An R Package for the Statistical Analysis of Computer Models," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 64(i13).
    • Handle: RePEc:jss:jstsof:v:064:i13
    DOI: http://hdl.handle.net/10.18637/jss.v064.i13
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    References listed on IDEAS

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    1. Hankin, Robin K. S., 2005. "Introducing BACCO, an R Bundle for Bayesian Analysis of Computer Code Output," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 14(i16).
    2. Roustant, Olivier & Ginsbourger, David & Deville, Yves, 2012. "DiceKriging, DiceOptim: Two R Packages for the Analysis of Computer Experiments by Kriging-Based Metamodeling and Optimization," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 51(i01).
    3. MacDonald, Blake & Ranjan, Pritam & Chipman, Hugh, 2015. "GPfit: An R Package for Fitting a Gaussian Process Model to Deterministic Simulator Outputs," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 64(i12).
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