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ANOVA-kernels

This is a very simple repo with only two files! It contains some R code with kernels dedicated to sensitivity analysis as detailed in [1].

The kernels are readily usable with the kergp library as shown in the file example.R.

[1] Durrande, N., Ginsbourger, D., Roustant, O. and Carraro, L., 2013. ANOVA kernels and RKHS of zero mean functions for model-based sensitivity analysis. Journal of Multivariate Analysis, 115, pp.57-67.

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