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>.
|Author||Maikol Solís <[email protected]>|
|Maintainer||Maikol Solís <[email protected]>|
|License||MIT + file LICENSE|
|Package repository||View on CRAN|
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