sobolnp: Nonparametric Sobol Estimator with Bootstrap Bandwidth

Algorithm to estimate the Sobol indices using a non-parametric fit of the regression curve. The bandwidth is estimated using bootstrap to reduce the finite-sample bias. The package is based on the paper Solís, M. (2018) <arXiv:1803.03333>.

Getting started

Package details

AuthorMaikol Solís <maikol.solis@ucr.ac.cr>
MaintainerMaikol Solís <maikol.solis@ucr.ac.cr>
LicenseMIT + file LICENSE
Version0.1.0
URL https://github.com/maikol-solis/sobolnp/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("sobolnp")

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sobolnp documentation built on May 2, 2019, 6:37 a.m.