Bayesian Sparse Polynomial Chaos Expansion

Implements Bayesian polynomial chaos expansion methods for surrogate modeling, uncertainty quantification, and sensitivity analysis. Includes sparse regression-based approaches and adaptive Bayesian models based on reversible-jump Markov chain Monte Carlo. Optional screening and basis-enrichment strategies are provided to improve scalability in moderate to high dimensions.


Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("khaos")

2.1.1 by Kellin Rumsey, 6 months ago


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


Authors: Kellin Rumsey [aut, cre] (ORCID: , J. Derek Tucker [ctb]


Documentation:   PDF Manual  


BSD_3_clause + file LICENSE license


Imports glmnet, mvtnorm

Suggests knitr, rmarkdown, lhs, testthat


See at CRAN