ishigami_model

C++ implementation of the Ishigami function that is widely used as a
benchmark for Sobol sensitivity indices. The implementation is vectorised and
therefore convenient for Monte Carlo experiments.

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

ishigami_model function

<dl><dt>x</dt>
<dd>Numeric matrix with three columns representing the inputs.</dd>
<dt>a</dt>
<dd>Numeric scalar controlling the nonlinear term.</dd>
<dt>b</dt>
<dd>Numeric scalar controlling the interaction term.</dd></dl>

Arguments

Fast Ishigami Test Function — ishigami_model

<dl>

<dt>x</dt>
<dd>Numeric matrix with three columns representing the inputs.</dd>


<dt>a</dt>
<dd>Numeric scalar controlling the nonlinear term.</dd>


<dt>b</dt>
<dd>Numeric scalar controlling the interaction term.</dd>

</dl>

ishigami_model: Fast Ishigami Test Function

Description

Usage

Value

Arguments

Examples