sobol_g_function

Generic implementation of the Sobol G-function for k inputs.
Columns of <code>X</code> are interpreted as inputs X1, X2, ..., Xk.

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_g_function function

<dl><dt>X</dt>
<dd>Numeric matrix or data.frame of inputs in [0, 1].</dd>
<dt>a</dt>
<dd>Numeric vector of parameters a_j controlling importance.
Its length must be at least <code>ncol(X)</code>.</dd></dl>

Arguments

Sobol G-function (Saltelli reference function) - C++ backend — sobol_g_function

<dl>

<dt>X</dt>
<dd>Numeric matrix or data.frame of inputs in [0, 1].</dd>


<dt>a</dt>
<dd>Numeric vector of parameters a_j controlling importance.
Its length must be at least <code>ncol(X)</code>.</dd>

</dl>

sobol_g_function: Sobol G-function (Saltelli reference function) - C++ backend

Description

Usage

Value

Arguments