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puqutil - Output Functions for PUQ

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Smolyak UQ Method

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

Class implementing gPC using Smolyak Sparse Grids

  • 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.