-
Notifications
You must be signed in to change notification settings - Fork 0
/
PC_SURROGATE.m
35 lines (26 loc) · 1.04 KB
/
PC_SURROGATE.m
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
classdef PC_SURROGATE < TD_SURROGATE
%PC_SURROGATE Summary of this class goes here
% Detailed explanation goes here
properties
coefficients
basis_index
end
methods
function obj = PC_SURROGATE(params, N_ord)
%PC_SURROGATE Construct an instance of this class
% Detailed explanation goes here
obj@TD_SURROGATE(params);
[obj.coefficients, obj.basis_index, ~] = PCE_methods.PCE(params.fc, params.U, N_ord);
end
function w = generate_realisations(obj, I)
w = PCE_methods.generate_realisations(obj.mean_process, obj.coefficients, obj.basis_index, I);
end
function SI = calculate_sensitivity_indices(obj, generalised, type)
SI = PCE_methods.calculate_sensitivity_indices(obj.basis_index, obj.coefficients, generalised, type, obj.time_grid);
end
function v = pointwise_variance(obj)
v = sum(obj.coefficients, 1);
v = v.^2;
end
end
end