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¶
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. |