sobolSA: Sobol Sensitivity Indices

In ppernot/rgumlib: Uncertainty Propagation (GUM & GUM-Supp1) and Sensitivity Analysis

Description

Compute and plots Sobol first- and total-order sensitivity indices for model fExpr. Only for independeninput parameters. This is a wrapper for the soboljansen function of package sensitivity.

Usage

sobolSA(fExpr, x.mu, x.u, x.pdf, x.df, M = 10000, nboot = 0,
  graph = TRUE, cex = 1)

Arguments

fExpr	An expression or a function object.
x.mu	Named vector of mean values with names compatible with fExpr.
x.u	Named vector of standard uncertainty values (one of {x.u, x.cov} mandatory).
x.pdf	Named vector of pdf types (see PDFs).
x.df	Named vector of degrees of freedom for x.pdf.
M	Size of Sobol samples.
nboot	Size of bootstrap to calculate uncertainty on Sobol indices.
graph	Flag to plot bargraphs of Sobol indices.
cex	A graphical parameter.

Value

See soboljansen.

Examples

fExpr = expression(x1+x2)
x.mu = c(1,1); names(x.mu)=c('x1','x2')
x.u = c(0.1,0.1); names(x.u)=c('x1','x2')
x.pdf = c('unif','triangle'); names(x.pdf)=c('x1','x2')
sobolSA(fExpr,x.mu,x.u,x.pdf)

ppernot/rgumlib documentation built on May 25, 2019, 11:24 a.m.