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 inputi
. 
indexes[i, "PE"]
is the Polynomial Effect (called "SU" in Sudret, 2008). It is the effect of the monomials in which only the inputi
appears. 
indexes[i, "TPE"]
is the Total Polynomial Effect (often called "SUT"). It is the effect of all the monomials in which the inputi
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 functiongetNames
.signature(object = "PCEfit", all=FALSE, ...)
: method of functionprint
. When optionall
is set to FALSE (the default), only the componentsindexes
,indexes.percent
andfit
are printed. The additional arguments are passed to theprint.default
function. show
signature(object = "PCEfit")
: same as functionprint
, 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 964979.
See Also
Function PCESI
, creator of objects from this class.
Examples
1  showClass("PCEfit")

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