SA_sample: Generate sample for sensitivity analysis

In COINr: Composite Indicator Construction and Analysis

Description

Generates an input sample for a Monte Carlo estimation of global sensitivity indices. Used in the sensitivity() function. The total sample size will be N(d+2).

Usage

SA_sample(N, d)

Arguments

N	The number of sample points per dimension.
d	The dimensionality of the sample

Details

This function generates a Monte Carlo sample as described e.g. in the Global Sensitivity Analysis: The Primer book. See also COINr online documentation.

Value

A matrix with N(d+2) rows and d columns.

See Also

• sensitivity() Perform global sensitivity or uncertainty analysis on a COIN.

• SA_estimate() Estimate sensitivity indices from system output, as a result of input design from SA_sample().

Examples

# sensitivity analysis sample for 3 dimensions with 100 points per dimension
X <- SA_sample(100, 3)

COINr documentation built on Nov. 30, 2021, 9:06 a.m.