sobol_fun: Sobol G function evaluation

In gsaot: Compute Global Sensitivity Analysis Indices Using Optimal Transport

Sobol G function evaluation

Description

This function evaluates the Sobol G function on a set of input samples generated via crude Monte Carlos. It returns both the sampled inputs and the corresponding function outputs.

Usage

sobol_fun(N, a = c(0, 1, 4.5, 9, 99, 99, 99, 99))

Arguments

N	Integer. Number of input samples to generate.
a	(default: c(0, 1, 4.5, 9, 99, 99, 99, 99)) Numeric vector of non-negative parameters of length 8. These parameters control the sensitivity of each input dimension.

Details

The Sobol G function is defined as:

Y = \prod_{j=1}^{8} \frac{|\ 4 X_j - 2\ | + a_j}{1 + a_j}

where X_j \sim \mathcal{U}(0, 1) independently.

Value

A list with two elements:

• x: a numeric matrix of size N x 8 containing the input samples.

• y: a numeric vector of length N with the corresponding function outputs.

See Also

ishi_homma_fun, gaussian_fun

Examples

result <- sobol_fun(1000)
head(result$x)
head(result$y)

gsaot documentation built on Aug. 8, 2025, 7:52 p.m.