Description Usage Arguments Value References Examples
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.
1 2 |
Y |
Response continuous variable |
X |
Matrix of independent variables |
bandwidth |
If |
bandwidth.compute |
Logical value. Indicates if the bandwidth should be estimated or not. Defaults to |
bootstrap |
Logical value. Indicates if the estimation should be with bootstrap or not. Defaults to |
nboot |
Number of bootstrap samples taken for the method. Ignored if 'bootstrap = FALSE'. Defaults to |
ckerorder |
Numeric value specifying kernel order (should be one of
|
mc.cores |
Number of cores used. Defaults to |
A list of class sobolnp
with the following elements:
First order Sobol indices estimated with nonparametric regression and a cross-validation bandwidth
Bandwidth estimated with cross-validation
First order Sobol indices estimated with nonparametric regression and a bootstrap bandwidth
Bandwidth estimated with bootstrap
Solís, Maikol. "Nonparametric estimation of the first order Sobol indices with bootstrap bandwidth." arXiv preprint arXiv:1803.03333 (2018).
1 2 3 4 5 6 7 8 9 10 |
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.