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Estimates the Hoeffding decomposition of an unknown function by solving ridge group sparse optimization problem based on reproducing kernel Hilbert spaces, and approximates its sensitivity indices (see Kamari, H., Huet, S. and Taupin, M.L. (2019) <arXiv:1905.13695>).
Package details 


Author  Halaleh Kamari 
Maintainer  Halaleh Kamari <[email protected]> 
License  GPL (>= 2) 
Version  1.1 
Package repository  View on CRAN 
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