SOBOL: SOBOL indices

In GSA.UN: Global Sensitivity Analysis Tool

Description

This function calculates the first order and total SOBOL indices.

Usage

SOBOL(data_var, CM_mean, CM_var, pp_names)

Arguments

data_var	a vector containing the variance of the model output for each modelling time step.
CM_mean	An array containing the conditional mean of each parameter of the model. This array has dimensions of steps x t x pp, where steps is the number of divisions of the parametric range, t is the number of temporary steps and pp the number of parameters of the model.
CM_var	An array containing the conditional variance of each parameter of the model. This array has dimensions of steps x t x pp, where steps is the number of divisions of the parametric range, t is the number of temporary steps and pp the number of parameters of the model.
pp_names	a strings vector with the names of the parameters of the model.

Value

a list containing two matrices. The first contains the first order sobol, the second sobol_total.

Author(s)

Camila Garcia-Echeverri <[e-mail]>
Maria Cristina Areas-Bautista <[e-mail]>

Hydrodynamics of the natural media research group - HYDS National University of Colombia - Bogota

References

Sobol, I. M. (2001). Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates. Mathematics and Computers in Simulation, 55(1–3), 271–280. https://doi.org/10.1016/S0378-4754(00)00270-6

Examples

data("data_Bstat", "CM", "pp_names")
SOBOL_indices <- SOBOL(data_Bstat[,3], CM$CM_mean, CM$CM_var , pp_names)

GSA.UN documentation built on July 10, 2020, 5:06 p.m.