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) ).


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install.packages("RKHSMetaMod")

1.1 by Halaleh Kamari, 11 days 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