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 <[email protected]>
MaintainerMaikol Solís <[email protected]>
LicenseMIT + file LICENSE
Package repositoryView on CRAN
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sobolnp documentation built on May 2, 2019, 6:37 a.m.