bratley1992_Fun {sensobol}

Bratley, Fox and Niederreiter (1992) function.

Description

It implements the Bratley et al. (1992) function.

Usage

bratley1992_Fun(X)

Arguments

X

A data frame or numeric matrix where each column is a model input and each row a sample point.

Details

The function requires k model inputs and reads as:

y=\sum_{i=1}^{k}(-1)^i\prod_{j=1}^{i}x_j\,,

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

Value

A numeric vector with the model output.

References

Bratley P, Fox BL, Niederreiter H (1992). “Implementation and tests of low-discrepancy sequences.” ACM Transactions on Modeling and Computer Simulation (TOMACS), 2(3), 195–213.

Examples

# Define settings (test with k = 10)
N <- 100; params <- paste("X", 1:10, sep = "")

# Create sample matrix
mat <- sobol_matrices(N = N, params = params)

# Compute Bratley et al. (1992) function
Y <- bratley1992_Fun(mat)