sequentialBifurcation
is a wrapper function to
sb
from the sensitivity
package.
sequentialBifurcation(
fun,
lower,
upper,
k,
interaction = FALSE,
verbosity = 0,
...
)
function
bound of natural variables. Determines the number of parameters (variables).
bound of natural variables
integer
bifurcations. Must be smaller than the number of parameters.
logical
TRUE if two-factor interactions should be considered. Default is
FALSE
.
integer
. If larger than zero, the designs are shown.
optional parameters passed to fun
sa list
with sensitivity information (effects) for subgroups.
The model without interaction is
Y = beta_0 + sum_{i=1}^p beta_i X_i
,
while the model with two-factor interactions is
Y = beta_0 + sum_{i=1}^p beta_i X_i + sum_{1 <= i < j <= p} gamma_{ij} X_i X_j
.
In both cases, the factors are assumed to be uniformly distributed on [-1,1].
This is a difference with Bettonvil et al. where the factors vary across [0,1] in the former case, while [-1,1] in the latter.
Another difference with Bettonvil et al. is that in the current implementation, the groups are splitted right in the middle.
B. Bettonvil and J. P. C. Kleijnen, 1996, Searching for important factors in simulation models with many factors: sequential bifurcations, European Journal of Operational Research, 96, 180<U+2013>194.