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Sensitivity Indexes from Polynomial Chaos Expansions and PLS

What is plspolychaos?

plspolychaos is a R package which computes sensitivity indexes by using a method based on a truncated Polynomial Chaos Expansion of the response and regression PLS, for computer models with correlated continuous inputs, whatever the input distribution. The truncated Polynomial Chaos Expansion is built from the multivariate Legendre orthogonal polynomials. The number of runs (rows) can be smaller than the number of monomials. It is possible to select only the most significant monomials. Of course, this package can also be used if the inputs are independent. Note that, when they are independent and uniformly distributed, the package polychaosbasics is more appropriate.

This package is developed in the MaIAGE Lab. of INRA - Jouy-en-Josas, France.


J.-P. Gauchi (MaIAGE, INRA) [creator], A. Bouvier (MaIAGE, INRA) [author], A. Bensadoun (MaIAGE, INRA) [contributor]


J.-P. Gauchi, A. Bensadoun, F. Colas, N. Colbach. Metamodeling and global sensitivity analysis for computer models with correlated inputs: A practical approach tested with 3D light interception computer model. Environmental Modelling & Software, Volume 92, June 2017. p. 40-56. doi.


An example of plspolychaos use can be found here (pdf).

plspolychaos is an open source, freely available software released under the GPL-3 Licence.

R system, -- including C compiler --, and the R-packages: lhs, MASS

Download the last version here (uncompress the file before installation) or from the CRAN site.

Annie.Bouvier at
Jean-Pierre.Gauchi at