sobol_fun {gsaot}R Documentation

Sobol G function evaluation

Description

This function evaluates the Sobol G function on a set of input samples generated via crude Monte Carlos. It returns both the sampled inputs and the corresponding function outputs.

Usage

sobol_fun(N, a = c(0, 1, 4.5, 9, 99, 99, 99, 99))

Arguments

N

Integer. Number of input samples to generate.

a

(default: c(0, 1, 4.5, 9, 99, 99, 99, 99)) Numeric vector of non-negative parameters of length 8. These parameters control the sensitivity of each input dimension.

Details

The Sobol G function is defined as:

Y = \prod_{j=1}^{8} \frac{|\ 4 X_j - 2\ | + a_j}{1 + a_j}

where X_j \sim \mathcal{U}(0, 1) independently.

Value

A list with two elements:

See Also

ishi_homma_fun, gaussian_fun

Examples

result <- sobol_fun(1000)
head(result$x)
head(result$y)


[Package gsaot version 1.1.0 Index]