PSweep Reference

class puq.LHS(params, num, ds=False, response=True, iteration_cb=None)

Class implementing Latin hypercube sampling (LHS).

Parameters:

• params – Input list of Parameters.
• num – Number of samples to use.
• ds (boolean) – Use a modified LHS which always picks the center of the Latin square.
• response (boolean) – Generate a response surface using the sample points.
• iteration_cb (function) – A function to call after completion.

class puq.MonteCarlo(params, num, response=True, iteration_cb=None)

class puq.Smolyak(params, level, iteration_cb=None)

Class implementing gPC using Smolyak Sparse Grids

Parameters:

• params – Input list of Parameters.
• level – Polynomial degree for the response function.

If level is set too low, then the response surface will not precisely fit the observed responses. The goodness of the fit is calculated as by RMSE. A perfect fit will have RMSE=0.