RKHSMetaMod: Ridge Group Sparse Optimization Problem for Estimation of a Meta Model Based on Reproducing Kernel Hilbert Spaces

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

AuthorHalaleh Kamari
MaintainerHalaleh Kamari <[email protected]>
LicenseGPL (>= 2)
Version1.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("RKHSMetaMod")

Try the RKHSMetaMod package in your browser

Any scripts or data that you put into this service are public.

RKHSMetaMod documentation built on July 7, 2019, 1:07 a.m.