SA_sample: Generate sample for sensitivity analysis

In bluefoxr/COINr: Composite Indicator Construction and Analysis

Generate sample for sensitivity analysis

Description

Generates an input sample for a Monte Carlo estimation of global sensitivity indices. Used in the get_sensitivity() function. The total sample size will be N(d+2).

Usage

SA_sample(N, d)

Arguments

N	The number of sample points per dimension.
d	The dimensionality of the sample

Details

This function generates a Monte Carlo sample as described e.g. in the Global Sensitivity Analysis: The Primer book.

Value

A matrix with N(d+2) rows and d columns.

See Also

• get_sensitivity() Perform global sensitivity or uncertainty analysis on a COIN.

• SA_estimate() Estimate sensitivity indices from system output, as a result of input design from SA_sample().

Examples

# sensitivity analysis sample for 3 dimensions with 100 points per dimension
X <- SA_sample(100, 3)

bluefoxr/COINr documentation built on April 5, 2025, 3:08 a.m.