sobol4r_mm1_model

Evaluate a simple M/M/1 queue built with simmer for each row of a
Sobol design matrix. The quantity of interest is the mean time in system
across <code>nrep</code> independent replications.

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

sobol4r_mm1_model function

<dl><dt>X</dt>
<dd>Design matrix or data.frame with columns <code>lambda</code> (arrival
rate) and <code>mu</code> (service rate).</dd>
<dt>horizon</dt>
<dd>Simulation horizon.</dd>
<dt>warmup</dt>
<dd>Warmup period; arrivals ending before this time are discarded
from the summary statistic.</dd>
<dt>nrep</dt>
<dd>Number of replications used to average the mean time in system.</dd></dl>

Arguments

M/M/1 queue model wrapper for Sobol designs — sobol4r_mm1_model

<dl>

<dt>X</dt>
<dd>Design matrix or data.frame with columns <code>lambda</code> (arrival
rate) and <code>mu</code> (service rate).</dd>


<dt>horizon</dt>
<dd>Simulation horizon.</dd>


<dt>warmup</dt>
<dd>Warmup period; arrivals ending before this time are discarded
from the summary statistic.</dd>


<dt>nrep</dt>
<dd>Number of replications used to average the mean time in system.</dd>

</dl>

sobol4r_mm1_model: M/M/1 queue model wrapper for Sobol designs

Description

Usage

Value

Arguments