Astrophysics Source Code Library

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Searching for codes credited to 'Connolly, Andrew J.'

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[ascl:1408.021] APS: Active Parameter Searching

APS finds Frequentist confidence limits on high-dimensional parameter spaces by using Gaussian Process interpolation to identify regions of parameter space for which chisquared is less than or equal to some specified limit. The code is written in C++, is robust against multi-modal chisquared functions and converges comparably fast to Monte Carlo methods. Code is also provided to draw Bayesian credible limits using the outputs of APS, though this code does not converge as well. APS requires the linear algebra libraries LAPACK, BLAS, and ARPACK (ascl:1311.010) to run.