Response surface: Functional chaos expansion

Functional chaos algorithm

FunctionalChaosAlgorithm(*args) Functional chaos algorithm.

Construction of the truncated multivariate orthogonal basis

AdaptiveStrategy(*args) Base class for the construction of the truncated multivariate orthogonal basis.
CleaningStrategy(*args) Cleaning truncation strategy.
FixedStrategy(*args) Fixed truncation strategy.
SequentialStrategy(*args) Sequential truncation strategy.

Computation of the polynomial chaos coefficients

ProjectionStrategy(*args) Base class for the evaluation strategies of the approximation coefficients.
IntegrationStrategy(*args) Integration strategy for the approximation coefficients.
LeastSquaresStrategy(*args) Least squares strategy for the approximation coefficients.
ApproximationAlgorithm(*args) Approximation algorithm.
PenalizedLeastSquaresAlgorithmFactory(*args) Penalized least squares algorithm factory.
PenalizedLeastSquaresAlgorithm(*args) Penalized least squares algorithm.
LeastSquaresMetaModelSelectionFactory(*args) Least squares metamodel selection factory.
LeastSquaresMetaModelSelection(*args) Least squares metamodel selection factory.
BasisSequenceFactory(*args) Basis sequence factory.
LARS(*args) Least Angle Regression.
FittingAlgorithm(*args) Fitting algorithm.
CorrectedLeaveOneOut(*args) Corrected leave one out.
KFold(*args) K-fold.
DesignProxy(*args) Design matrix cache.

Least Squares problem resolution

Refer to Least squares problems numerical methods.

LeastSquaresMethod(*args) Base class for least square solvers.
CholeskyMethod(*args) Least squares solver using Cholesky decomposition.
SVDMethod(*args) Least squares solver using SVD decomposition.
QRMethod(*args) Least squares solver using the QR decomposition.
SparseMethod(*args) Least squares solver using a sparse representation.


FunctionalChaosRandomVector(*args) Functional chaos random vector used to evaluate the Sobol indices.
FunctionalChaosResult(*args) Functional chaos result.
FunctionalChaosSobolIndices(*args) Sensitivity analysis based on functional chaos expansion.