sobol_g2_additive_noise

Additive Gaussian noise on the Sobol G-function (k = 2) - C++ backend

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_g2_additive_noise function

<dl><dt>X</dt>
<dd>Numeric matrix or data.frame with at least two columns.</dd>
<dt>sd</dt>
<dd>Standard deviation of the Gaussian noise.</dd>
<dt>a</dt>
<dd>Numeric vector of parameters (at least length 2).</dd></dl>

Arguments

Additive Gaussian noise on the Sobol G-function (k = 2) - C++ backend — sobol_g2_additive_noise

<dl>

<dt>X</dt>
<dd>Numeric matrix or data.frame with at least two columns.</dd>


<dt>sd</dt>
<dd>Standard deviation of the Gaussian noise.</dd>


<dt>a</dt>
<dd>Numeric vector of parameters (at least length 2).</dd>

</dl>

sobol_g2_additive_noise: Additive Gaussian noise on the Sobol G-function (k = 2) - C++ backend

Description

Usage

Value

Arguments