polychaosbasics (version 1.1-0)
Sensitivity Indexes Calculated from Polynomial Chaos Expansions
Description
Computation of sensitivity indexes by using a method based on a truncated Polynomial Chaos Expansions of the response.
The necessary condition of the method is: the inputs must be uniformly and independently sampled. Since the inputs are uniformly distributed, the truncated Polynomial Chaos Expansion is built from the multivariate Legendre orthogonal polynomials.