sobol_example_covariate_small

Same as <code>sobol_example_covariate_large</code> but with C3 uniform
on [1, 1.5], that is with a much smaller range for the mean of the
Gaussian noise.

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

sobol_example_covariate_small function

<dl><dt>n</dt>
<dd>Monte Carlo sample size for each base design.</dd>
<dt>nrep_qoi</dt>
<dd>Number of repetitions for the QoI.</dd>
<dt>order</dt>
<dd>Maximum interaction order.</dd>
<dt>nboot</dt>
<dd>Number of bootstrap replicates.</dd></dl>

Arguments

Example 4: Slight covariate dependent random effect — sobol_example_covariate_small

<dl>

<dt>n</dt>
<dd>Monte Carlo sample size for each base design.</dd>


<dt>nrep_qoi</dt>
<dd>Number of repetitions for the QoI.</dd>


<dt>order</dt>
<dd>Maximum interaction order.</dd>


<dt>nboot</dt>
<dd>Number of bootstrap replicates.</dd>

</dl>

sobol_example_covariate_small: Example 4: Slight covariate dependent random effect

Description

Usage

Value

Arguments