mlegp: statistical analysis for computer models of biological systems using R

Summary: Gaussian processes (GPs) are flexible statistical models commonly used for predicting output from complex computer codes. As such, GPs are well suited for the analysis of computer models of biological systems, which have been traditionally difficult to analyze due to their high-dimensional, non-linear and resource-intensive nature. We describe an R package, mlegp, that fits GPs to computer model outputs and performs sensitivity analysis to identify and characterize the effects of important model inputs

Stochastic Intrinsic Kriging for Simulation Metamodelling

We derive intrinsic Kriging, using Matherons intrinsic random functions which eliminate the trend in classic Kriging. We formulate this intrinsic Kriging as a metamodel in deterministic and random simulation models. For random simulation we derive an experimental design that also specifies the number of replications that varies with the input combinations. We compare intrinsic Kriging and classic Kriging in several numerical experiments with deterministic and random simulations. These experiments suggest that intrinsic Kriging gives more accurate metamodel, in most experiments