Sobol4R (version 0.4.0)

sobol_reliability: Reliability-Oriented Sobol Indices

Description

Transform stored simulator samples into Sobol indices for the binary failure indicator described by Lebrun et al. (2021). The function reuses the Saltelli-type estimator from sobol_indices() and therefore requires a previous call with keep_samples = TRUE.

Usage

sobol_reliability(result, threshold, less = TRUE)

Value

A sobol_result instance storing the Sobol indices of the failure indicator along with the estimated failure probability and its variance.

Arguments

result

Output of sobol_indices() computed with keep_samples = TRUE.

threshold

Numeric scalar defining the failure boundary.

less

Logical, when TRUE failures correspond to response <= threshold; otherwise, failures correspond to response >= threshold.

Examples

design <- sobol_design(n = 128, d = 3, lower = rep(-pi, 3), upper = rep(pi, 3))
stochastic <- sobol_indices(ishigami_model, design, replicates = 3,
                            keep_samples = TRUE)
failure <- sobol_reliability(stochastic, threshold = -1)
Sobol4R::autoplot(failure, show_uncertainty = TRUE)