i2Index: Estimation of pure second order indices

In fanovaGraph: Building Kriging Models from FANOVA Graphs

Description

Estimation of the unscaled pure second order Sobol indices.

Usage

i2Index(f.mat, d, q = NULL, q.arg = NULL, n.i2, ...)

Arguments

f.mat	vectorized function of which indices shall be estimated
d	integer, number of input factors (vertices)
q	a vector of character strings of quantile functions corresponding to the factors distributions, it can be a single character string meaning same distribution for all, if not specified "qunif" is taken
q.arg	a list of lists of quantile functions parameters of the distributions in q, it can be a single list meaning same parameters for all, if not specified the default values of the respective distributions are taken
n.i2	number of Monte Carlo evaluations
...	additional arguments to be passed to the function f.mat

Value

A vector containing the unscaled pure second order indices

Author(s)

J. Fruth

References

Sobol', I. M. (1993) Sensitivity estimates for nonlinear mathematical models, Mathematical Modeling and Computational Experiment, 1, 407-414.

See Also

estimateGraph totalIndex

Examples

i2Index(f.mat=ishigami.fun, d=3, q.arg=list(min=-pi,max=pi), n.i2=10000)

fanovaGraph documentation built on Oct. 23, 2020, 5:46 p.m.