Learn R Programming

COINr (version 1.1.14)

SA_sample: Generate sample for sensitivity analysis

Description

Generates an input sample for a Monte Carlo estimation of global sensitivity indices. Used in the get_sensitivity() function. The total sample size will be \(N(d+2)\).

Usage

SA_sample(N, d)

Value

A matrix with \(N(d+2)\) rows and d columns.

Arguments

N

The number of sample points per dimension.

d

The dimensionality of the sample

Details

This function generates a Monte Carlo sample as described e.g. in the Global Sensitivity Analysis: The Primer book.

See Also

  • get_sensitivity() Perform global sensitivity or uncertainty analysis on a COIN.

  • SA_estimate() Estimate sensitivity indices from system output, as a result of input design from SA_sample().

Examples

Run this code
# sensitivity analysis sample for 3 dimensions with 100 points per dimension
X <- SA_sample(100, 3)

Run the code above in your browser using DataLab