Class "PCEfit"

Description

Container of the results of PCE sensitivity indexes computation.

Objects from the Class

Objects from this class are created by calls to function PCESI.

Slots

indexes:

matrix with as many rows as inputs and 3 columns. Values of the PCE sensitivity indexes. The row labels are the inputs numbers. The column labels are LE, PE, TPE.

  • indexes[i, "LE"] is the Linear Effect of the input i.

  • indexes[i, "PE"] is the Polynomial Effect (called "SU" in Sudret, 2008). It is the effect of the monomials in which only the input i appears.

  • indexes[i, "TPE"] is the Total Polynomial Effect (often called "SUT"). It is the effect of all the monomials in which the input i appears.

indexes.percent:

matrix. Percentages of the PCE sensitivity indexes, i.e values of indexes expressed as percentages of the sums of their columns.

fit:

vector of length 2. The values of R2 and RMSEP (RMSEP: Root Mean Square Error Prediction).

IMSI:

vector of length equal to the number of monomials. Individual monomial sensitivity indexes.

coef:

vector of length equal to the number of monomials plus one. Regression coefficients. The first one is the constant term.

y.hat:

vector of length equal to the number of rows of the dataset. Metamodel outputs.

design:

object of class PCEdesign. Matrix coding the polynomial structure.

call.PCEpoly:

expression of class ‘call’. The command which creates the PCEpoly object used as input in the creator command.

Methods

getNames

signature(object = "PCEfit"): display the names, class and length of all the components. See the description of the generic function getNames.

print

signature(object = "PCEfit", all=FALSE, ...): method of function print. When option all is set to FALSE (the default), only the components indexes, indexes.percent and fit are printed. The additional arguments are passed to the print.default function.

show

signature(object = "PCEfit"): same as function print, without any arguments.

References

Global sensitivity analysis using polynomial chaos expansions. Bruno Sudret. In Reliability Engineering and System Safety, Vol. 93, Issue 7, July 2008, pages 964-979.

See Also

Function PCESI, creator of objects from this class.

Examples

1
showClass("PCEfit")