Description Details Author(s) References See Also Examples
Estimates and plots the FANOVA graph of a function to identify its interaction structure and fits a kriging model modified by the identified structure
Important functions:
estimateGraph | Estimate indices for the graph, create graph structure |
threshold | Set indices below a threshold to zero |
plot.graphlist | Plot a given graph structure |
plotDeltaJumps | Provide plots for the choice of the threshold |
kmAdditive | Kriging model estimation with block-additive kernel |
predictAdditive | Prediction function from Kriging model with block-additive kernel |
simAdditive | Simulation from Kriging model with block-additive kernel |
J. Fruth, T. Muehlenstaedt, O. Roustant, M. Jastrow
Fruth, J.; Roustant, O.; Kuhnt, S. (2013+) Total interaction index: A variance-based sensitivity index for second-order interaction screening.
Janon, A.; Klein, T.; Lagnoux-Renaudie, A.; Nodet, M.; Prieur, C. (2012+) Asymptotic normality and efficiency of two Sobol index estimators.
Liu, R.; Owen, A.B. (2006) Estimating mean dimensionality of analysis of variance decompositions, Journal of the American Statistical Association, 101 474, 712-721.
Mara, T.A (2009) Extension of the RBD-FAST method to the computation of global sensitivity indices, Reliability Engineering & System Safety, 94 no. 8, 1274-1281.
Muehlenstaedt, T.; Roustant, O.; Carraro, L.; Kuhnt, S. (2011) Data-driven Kriging models based on FANOVA-decomposition, Statistics and Computing.
Sobol', I. M. (1993) Sensitivity estimates for nonlinear mathematical models, Mathematical Modeling and Computational Experiment, 1, 407-414.
DiceKriging
,
sensitivity
,
igraph
1 2 3 4 | #demo(ExampleIshigami)
#demo(Example6D)
#demo(Estimation)
#demo(Threshold)
|
Loading required package: sensitivity
Loading required package: igraph
Attaching package: 'igraph'
The following objects are masked from 'package:stats':
decompose, spectrum
The following object is masked from 'package:base':
union
Loading required package: DiceKriging
Warning message:
no DISPLAY variable so Tk is not available
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