SA_sample {COINr} | R Documentation |
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)
.
SA_sample(N, d)
N |
The number of sample points per dimension. |
d |
The dimensionality of the sample |
This function generates a Monte Carlo sample as described e.g. in the Global Sensitivity Analysis: The Primer book.
A matrix with N(d+2)
rows and d
columns.
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().
# sensitivity analysis sample for 3 dimensions with 100 points per dimension
X <- SA_sample(100, 3)