bootstrap_indices

Recompute Sobol first- and total-order indices from stored sample matrices
using bootstrap resampling. Falls back to deterministic values when no
samples are available.

Tools to design experiments, compute Sobol sensitivity indices,
and summarise stochastic responses inspired by the strategy described by
Zhu and Sudret (2021) <doi:10.1016/j.ress.2021.107815>. Includes helpers
to optimise toy models implemented in C++, visualise indices with
uncertainty quantification, and derive reliability-oriented sensitivity
measures based on failure probabilities.
It is further detailed in Logosha, Maumy and Bertrand (2022)
<doi:10.1063/5.0246026> and (2023) <doi:10.1063/5.0246024> or in Bertrand,
Logosha and Maumy (2024) <https://hal.science/hal-05371803>,
<https://hal.science/hal-05371795> and <https://hal.science/hal-05371798>.

Frederic Bertrand

Sobol4R

Sobol Indices for Models with Fixed and Stochastic Parameters

Elizaveta Logosha

Myriam Maumy-Bertrand

bootstrap_indices function

<dl><dt>result</dt>
<dd>A <code>sobol_result</code> object produced by
<code>sobol_indices()</code>.</dd>
<dt>bootstrap</dt>
<dd>Integer indicating how many bootstrap replicates to draw.</dd></dl>

Arguments

Bootstrap Sobol indices from stored samples — bootstrap_indices

<dl>

<dt>result</dt>
<dd>A <code>sobol_result</code> object produced by
<code>sobol_indices()</code>.</dd>


<dt>bootstrap</dt>
<dd>Integer indicating how many bootstrap replicates to draw.</dd>

</dl>

bootstrap_indices: Bootstrap Sobol indices from stored samples

Description

Usage

Value

Arguments