maikol-solis/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
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Package details |
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| Author | Maikol Solís <maikol.solis@ucr.ac.cr> |
| Maintainer | Maikol Solís <maikol.solis@ucr.ac.cr> |
| License | MIT + file LICENSE |
| Version | 0.1.0 |
| URL | https://github.com/maikol-solis/sobolnp/ |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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