summarise_sobol

Compute compact summaries of the Sobol indices and their Monte Carlo
variability. The function is intended to feed diagnostic plots.

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

summarise_sobol function

<dl><dt>result</dt>
<dd>A <code>sobol_result</code> object.</dd>
<dt>probs</dt>
<dd>Numeric vector of probabilities used to report quantiles of the
empirical bootstrap distribution.</dd>
<dt>bootstrap</dt>
<dd>Integer, number of bootstrap resamples used to quantify
the estimator uncertainty.</dd></dl>

Arguments

Summarise Sobol Indices — summarise_sobol

<dl>

<dt>result</dt>
<dd>A <code>sobol_result</code> object.</dd>


<dt>probs</dt>
<dd>Numeric vector of probabilities used to report quantiles of the
empirical bootstrap distribution.</dd>


<dt>bootstrap</dt>
<dd>Integer, number of bootstrap resamples used to quantify
the estimator uncertainty.</dd>

</dl>

summarise_sobol: Summarise Sobol Indices

Description

Usage

Value

Arguments

Examples