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.

Install the latest version of this package by entering the following in R:
install.packages("GPC")
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

Functions

CreateQuadrature Man page
generatePCEcoeff Man page
getM Man page
getSobol Man page
GPC Man page
GPCE.lar Man page
GPCE.quad Man page
GPCE.sparse Man page
GPC-package Man page
indexCardinal Man page
plot Man page
plot.GPCE.lar Man page
plot,GPCE.lar-method Man page
plot.GPCE.quad Man page
plot,GPCE.quad-method Man page
plot.GPCE.sparse Man page
plot,GPCE.sparse-method Man page
polyNorm Man page
predict.GPCE.lar Man page
predict,GPCE.lar-method Man page
predict.GPCE.quad Man page
predict,GPCE.quad-method Man page
predict.GPCE.sparse Man page
predict,GPCE.sparse-method Man page
print.GPCE.lar Man page
print,GPCE.lar-method Man page
print.GPCE.quad Man page
print,GPCE.quad-method Man page
print.GPCE.sparse Man page
print,GPCE.sparse-method Man page
tell Man page
tell.GPCE.lar Man page
tell,GPCE.lar-method Man page
tell.GPCE.quad Man page
tell,GPCE.quad-method Man page
tell.GPCE.sparse Man page
tell,GPCE.sparse-method Man page

Files

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

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

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