polychaosbasics: Sensitivity Indexes Calculated from Polynomial Chaos Expansions

Computation of sensitivity indexes by using a method based on a truncated Polynomial Chaos Expansions of the response. The necessary condition of the method is: the inputs must be uniformly and independently sampled. Since the inputs are uniformly distributed, the truncated Polynomial Chaos Expansion is built from the multivariate Legendre orthogonal polynomials.

Package details

AuthorA. Bouvier [aut], J.-P. Gauchi [cre], A. Bensadoun [aut]
MaintainerAnnie Bouvier <annie.bouvier@inra.fr>
LicenseGPL (>= 2)
URL https://cran.r-project.org/package=polychaosbasics http://genome.jouy.inra.fr/logiciels/polychaosbasics
Package repositoryView on CRAN

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polychaosbasics documentation built on May 29, 2017, 12:58 p.m.