MRFA

CRANMRFAMaRDI QIDQ147163FDOQ147163

Fitting and Predicting Large-Scale Nonlinear Regression Problems using Multi-Resolution Functional ANOVA (MRFA) Approach

Chih-Li Sung

Last update: 10 November 2023

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 0.4, 0.1, 0.2, 0.4, 0.6

Description

Performs the MRFA approach proposed by Sung et al. (2020) <doi:10.1080/01621459.2019.1595630> to fit and predict nonlinear regression problems, particularly for large-scale and high-dimensional problems. The application includes deterministic or stochastic computer experiments, spatial datasets, and so on.

Cites work

• Multi-Resolution Functional ANOVA for Large-Scale, Many-Input Computer Experiments

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