sequentialBifurcation: Sequential Bifurcation

In SPOTMisc: Misc Extensions for the 'SPOT' Package

Sequential Bifurcation

Description

sequentialBifurcation is a wrapper function to sb from the sensitivity package.

Usage

sequentialBifurcation(
  fun,
  lower,
  upper,
  k,
  interaction = FALSE,
  verbosity = 0,
  ...
)

Arguments

fun	function
lower	bound of natural variables. Determines the number of parameters (variables).
upper	bound of natural variables
k	integer bifurcations. Must be smaller than the number of parameters.
interaction	logical TRUE if two-factor interactions should be considered. Default is FALSE.
verbosity	integer. If larger than zero, the designs are shown.
...	optional parameters passed to fun

Details

The model without interaction is Y = beta_0 + sum_{i=1}^p beta_i X_i, while the model with two-factor interactions is Y = beta_0 + sum_{i=1}^p beta_i X_i + sum_{1 <= i < j <= p} gamma_{ij} X_i X_j. In both cases, the factors are assumed to be uniformly distributed on [-1,1]. This is a difference with Bettonvil et al. where the factors vary across [0,1] in the former case, while [-1,1] in the latter. Another difference with Bettonvil et al. is that in the current implementation, the groups are splitted right in the middle.

Value

sa list with sensitivity information (effects) for subgroups.

References

B. Bettonvil and J. P. C. Kleijnen, 1996, Searching for important factors in simulation models with many factors: sequential bifurcations, European Journal of Operational Research, 96, 180–194.

SPOTMisc documentation built on Sept. 5, 2022, 5:06 p.m.