sobol_Fun {sensobol}

Sobol' G function

Description

It implements the Sobol' (1998) G function.

Usage

sobol_Fun(X)

Arguments

X

A data frame or numeric matrix.

Details

The function requires eight model inputs and reads as

y=\prod_{i=1}^{k} \frac{|4 x_i - 2| + a_i}{1 + a_i}\,,

where k=8, x_i\sim\mathcal{U}(0,1) and a=(0, 1, 4.5, 9, 99, 99, 99, 99).

Value

A numeric vector with the model output.

References

Sobol' IM (1998). “On quasi-Monte Carlo integrations.” Mathematics and Computers in Simulation, 47(2-5), 103–112. doi:10.1016/S0378-4754(98)00096-2.

Examples

# Define settings
N <- 100; params <- paste("X", 1:8, sep = "")

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

# Compute Sobol' G
Y <- sobol_Fun(mat)