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.