GPC: Generalized Polynomial Chaos

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.

AuthorMiguel Munoz Zuniga and Jordan Ko
Date of publication2014-12-18 21:08:58
MaintainerMiguel Munoz Zuniga<miguel.munoz-zuniga@ifpen.fr>
LicenseGPL-3
Version0.1

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

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

All documentation is copyright its authors; we didn't write any of that.