Ridge Group Sparse Optimization Problem for Estimation of a Meta Model Based on Reproducing Kernel Hilbert Spaces

Estimates the Hoeffding decomposition of an unknown function by solving ridge group sparse optimization problem based on reproducing kernel Hilbert spaces, and approximates its sensitivity indices (see Kamari, H., Huet, S. and Taupin, M.-L. (2019) ).


Reference manual

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1.1 by Halaleh Kamari, a year ago

Browse source code at https://github.com/cran/RKHSMetaMod

Authors: Halaleh Kamari

Documentation:   PDF Manual  

GPL (>= 2) license

Imports Rcpp

Suggests lhs

Linking to Rcpp, RcppEigen, RcppGSL

See at CRAN