ExeterUQ is an open repository developed by researchers at the University of Exeter for Uncertainty Quantification (UQ) primarily in R and RStan (the Stan interface for R). ExeterUQ possesses a number of key and unique features such as
- Bayesian GP emulation for a single model output or multivariate outputs (time-series, spatial fields)
- Calibration via history matching
- Multi-wave history matching (refocussing)
Directories
BuildEmulator cointains all the necessary R and Stan files to construct a GP emulator, perform diagnostics (Leave One Out)
and predictions.
HistoryMatching contains all the necassary R files to perform and visualize history matching and iterative refocussing.
Demonstrations contains all the R files and RData files to perform a simple demonstrations of the functionality of ExeterUQ tools.
Examples contains examples on emulations and history matching in order to understand the main functionalities of ExeterUQ tools.