RKHSMetaMod: 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) <arXiv:1905.13695>).

Version: 1.1
Imports: Rcpp (≥ 1.0.0)
LinkingTo: Rcpp, RcppEigen, RcppGSL
Suggests: lhs
Published: 2019-07-06
Author: Halaleh Kamari
Maintainer: Halaleh Kamari <halaleh.kamari at univ-evry.fr>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
CRAN checks: RKHSMetaMod results

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Reference manual: RKHSMetaMod.pdf
Package source: RKHSMetaMod_1.1.tar.gz
Windows binaries: r-devel: RKHSMetaMod_1.1.zip, r-release: RKHSMetaMod_1.1.zip, r-oldrel: RKHSMetaMod_1.1.zip
OS X binaries: r-release: RKHSMetaMod_1.1.tgz, r-oldrel: RKHSMetaMod_1.1.tgz
Old sources: RKHSMetaMod archive

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