fanovaGraph (version 1.5)

totalIndex: Estimation of main index indices

Description

Estimation of the unscaled total Sobol index of all main indices by method Liu & Owen (superset importance of main indices).

Usage

totalIndex(f.mat, d, q = NULL, q.arg = NULL, n.mc, ...)

Arguments

f.mat

vectorized function of which indices shall be estimated

d

integer, number of input factors (vertices)

q

a vector of character strings of quantile functions corresponding to the factors distributions, it can be a single character string meaning same distribution for all, if not specified "qunif" is taken

q.arg

a list of lists of quantile functions parameters of the distributions in q, it can be a single list meaning same parameters for all, if not specified the default values of the respective distributions are taken

n.mc

number of Monte Carlo evaluations

...

additional arguments to be passed to the function f.mat

Value

A vector containing the unscaled total Sobol indices

References

Liu, R.; Owen, A.B. (2006) Estimating mean dimensionality of analysis of variance decompositions, Journal of the American Statistical Association, 101 474, 712-721.

See Also

estimateGraph

Examples

# NOT RUN {
totalIndex(f.mat=ishigami.fun, d=3, q.arg=list(min=-pi,max=pi), n.mc=10000)
totalIndex(f.mat=sobol.fun, d=8, q.arg=list(min=0,max=1), n.mc=10000)
# }