OpenTURNS
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. |
Results¶
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. |