sobol_example_g_deterministic

Reproduces the classical non-random Sobol analysis on the G-function
with k = 8 inputs on [0, 1].

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_g_deterministic function

<dl><dt>n</dt>
<dd>Monte Carlo sample size for each base design.</dd>
<dt>a</dt>
<dd>Parameter vector for the G-function.</dd>
<dt>order</dt>
<dd>Maximum interaction order for Sobol indices.</dd>
<dt>nboot</dt>
<dd>Number of bootstrap replicates.</dd></dl>

Arguments

Example 1: Deterministic G-function (reference case) — sobol_example_g_deterministic

<dl>

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


<dt>a</dt>
<dd>Parameter vector for the G-function.</dd>


<dt>order</dt>
<dd>Maximum interaction order for Sobol indices.</dd>


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

</dl>

sobol_example_g_deterministic: Example 1: Deterministic G-function (reference case)

Description

Usage

Value

Arguments