GSA.UN (version 1.0.0)

SOBOL: SOBOL indices

Description

This function calculates the first order and total SOBOL indices.

Usage

SOBOL(data_var, CM_mean, CM_var, pp_names)

Arguments

data_var

a vector containing the variance of the model output for each modelling time step.

CM_mean

An array containing the conditional mean of each parameter of the model. This array has dimensions of steps x t x pp, where steps is the number of divisions of the parametric range, t is the number of temporary steps and pp the number of parameters of the model.

CM_var

An array containing the conditional variance of each parameter of the model. This array has dimensions of steps x t x pp, where steps is the number of divisions of the parametric range, t is the number of temporary steps and pp the number of parameters of the model.

pp_names

a strings vector with the names of the parameters of the model.

Value

a list containing two matrices. The first contains the first order sobol, the second sobol_total.

References

Sobol, I. M. (2001). Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates. Mathematics and Computers in Simulation, 55(1<U+2013>3), 271<U+2013>280. https://doi.org/10.1016/S0378-4754(00)00270-6

Examples

# NOT RUN {
data("data_Bstat", "CM", "pp_names")
SOBOL_indices <- SOBOL(data_Bstat[,3], CM$CM_mean, CM$CM_var , pp_names)

# }