sensitivity (version 1.14.0)

sobolSmthSpl: Estimation of Sobol' First Order Indices with B-spline Smoothing

Description

Determines the Si coefficient for singular parameters through B-spline smoothing with roughness penalty.

Usage

sobolSmthSpl(Y, X)

Arguments

Y

vector of model responses.

X

matrix having as rows the input vectors corresponding to the responses in Y.

Value

A matrix with columns:

References

Saltelli, A; Ratto, M; Andres, T; Campolongo, F; Cariboni, J; Gatelli, D; Saisana, M & Tarantola, S. Global Sensitivity Analysis: The Primer Wiley-Interscience, 2008 M Ratto and A. Pagano, 2010, Using recursive algorithms for the efficient identification of smoothing spline ANOVA models, Advances in Statistical Analysis, 94, 367--388.

See Also

sobol2002, sobol2007, soboljansen, sobolmartinez, sobolEff, sobolmara, sobolroalhs, fast99, sobolGP, sobolMultOut

Examples

	X = matrix(runif(10000), ncol = 10)
	Y = sobol.fun(X)
	sa = sobolSmthSpl(Y, X)
	plot(sa)