GPC: Generalized Polynomial Chaos

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A generalized polynomial chaos expansion of a model taking as input independent random variables is achieved. A statistical and a global sensitivity analysis of the model are also carried out.

Author
Miguel Munoz Zuniga and Jordan Ko
Date of publication
2014-12-18 21:08:58
Maintainer
Miguel Munoz Zuniga<miguel.munoz-zuniga@ifpen.fr>
License
GPL-3
Version
0.1

View on CRAN

Man pages

CreateQuadrature
Create a full or sparse numerical quadrature.
generatePCEcoeff
Determine the PCE coefficients using a numerical quadrature...
getM
Get canonical polynomial chaos expansion size
getSobol
Determine Sobol indices from PCE solutions
GPCE.lar
Adaptive sparse generalized polynomial chaos expansion based...
GPCE.quad
Solve polynomial chaos expansion with numerical quadrature
GPCE.sparse
Adaptive sparse generalized polynomial chaos expansion
GPC-package
Generalized Polynomial Chaos
indexCardinal
Get the order of canonical polynomial chaos expansion
plot.GPCE.lar
Plot results of adaptive sparse generalized polynomial chaos...
plot.GPCE.quad
Plot results of generalized polynomial chaos expansion based...
plot.GPCE.sparse
Plot results of adaptive sparse generalized polynomial chaos...
polyNorm
.
predict.GPCE.lar
predict results of adaptive lar generalized polynomial chaos...
predict.GPCE.quad
predict results of adaptive quad generalized polynomial chaos...
predict.GPCE.sparse
predict results of adaptive sparse generalized polynomial...
print.GPCE.lar
Print results of adaptive lar generalized polynomial chaos...
print.GPCE.quad
Print results of adaptive quad generalized polynomial chaos...
print.GPCE.sparse
Print results of adaptive sparse generalized polynomial chaos...
tell.GPCE.lar
Adaptive sparse generalized polynomial chaos expansion based...
tell.GPCE.quad
Generalized polynomial chaos expansion based on numerical...
tell.GPCE.sparse
Adaptive sparse generalized polynomial chaos expansion

Files in this package

GPC
GPC/NAMESPACE
GPC/R
GPC/R/print.GPCE.sparse.R
GPC/R/WeightsRootsClenshawCurtis.R
GPC/R/plot.GPCE.quad.R
GPC/R/EE.r
GPC/R/tell.GPCE.lar.R
GPC/R/RegressionLar.R
GPC/R/print.GPCE.lar.R
GPC/R/populateRootsWeights.r
GPC/R/GPCE.quad.R
GPC/R/WeightsRootsFejer.R
GPC/R/permute.r
GPC/R/tell.GPCE.sparse.R
GPC/R/plot.GPCE.lar.R
GPC/R/PostProcessProj.r
GPC/R/ProjectionQuadMethod.r
GPC/R/predict.GPCE.sparse.R
GPC/R/PolyCoeff.r
GPC/R/polyNorm.r
GPC/R/polyTermNorm.r
GPC/R/CreateQuadrature.R
GPC/R/getM.r
GPC/R/ModelIshigami.R
GPC/R/LOOLar.R
GPC/R/predict.GPCE.lar.R
GPC/R/CountSparseGrid.R
GPC/R/PostProcessReg.r
GPC/R/GetNominalList.R
GPC/R/indexCardinal.r
GPC/R/nodeplot.R
GPC/R/predict.GPCE.quad.R
GPC/R/print.GPCE.quad.R
GPC/R/GPCE.lar.R
GPC/R/GetNominalSize.R
GPC/R/tell.GPCE.quad.R
GPC/R/RegressionSparseMethod.r
GPC/R/GPCE.sparse.R
GPC/R/Regression.r
GPC/R/JacobiPolyCoeff.r
GPC/R/HIS.R
GPC/R/plot.GPCE.sparse.R
GPC/R/polyWeight.r
GPC/R/base.R
GPC/R/EvalPCE.r
GPC/R/LOO.r
GPC/R/LaguerrePolyCoeff.r
GPC/R/HermitePolyCoeff.r
GPC/R/generatePCEcoeff.r
GPC/R/SparseGridRotate.R
GPC/R/GetDesignReg.r
GPC/R/populateNDPhZn.r
GPC/R/GetDsign4Predict.R
GPC/R/SmolGridGenFast.R
GPC/R/getSobol.r
GPC/R/GenerateSparseGridSymmetry.R
GPC/R/DataMatrix.r
GPC/R/RegressionlarMethod.r
GPC/MD5
GPC/DESCRIPTION
GPC/man
GPC/man/indexCardinal.Rd
GPC/man/GPCE.quad.Rd
GPC/man/print.GPCE.sparse.Rd
GPC/man/plot.GPCE.lar.Rd
GPC/man/print.GPCE.lar.Rd
GPC/man/getM.Rd
GPC/man/print.GPCE.quad.Rd
GPC/man/polyNorm.Rd
GPC/man/GPCE.lar.Rd
GPC/man/getSobol.Rd
GPC/man/predict.GPCE.lar.Rd
GPC/man/predict.GPCE.quad.Rd
GPC/man/GPCE.sparse.Rd
GPC/man/GPC-package.Rd
GPC/man/plot.GPCE.sparse.Rd
GPC/man/plot.GPCE.quad.Rd
GPC/man/CreateQuadrature.Rd
GPC/man/generatePCEcoeff.Rd
GPC/man/tell.GPCE.sparse.Rd
GPC/man/tell.GPCE.quad.Rd
GPC/man/tell.GPCE.lar.Rd
GPC/man/predict.GPCE.sparse.Rd