Container of the results of PCE sensitivity indexes computation.
Objects from this class are created by calls to function PCESI
.
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.
signature(object = "PCEfit")
: display the names, class and
length of all the components. See the description
of the generic function
getNames
.
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.
signature(object = "PCEfit")
: same as
function print
, without any arguments.
Global sensitivity analysis using polynomial chaos expansions. Bruno Sudret. In Reliability Engineering and System Safety, Vol. 93, Issue 7, July 2008, pages 964979.
Function PCESI
, creator of objects from this class.
1  showClass("PCEfit")

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