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Last data update: 2014.03.03

R: Estimation of pure second order indices

i2Index

R Documentation

Estimation of pure second order indices

Estimation of the unscaled pure second order Sobol indices.

i2Index(f.mat, d, q = NULL, q.arg = NULL, n.i2, ...)

`f.mat`	vectorized function of which indices shall be estimated
`d`	integer, number of input factors (vertices)
`q`	a vector of character strings of quantile functions corresponding to the factors distributions, it can be a single character string meaning same distribution for all, if not specified `"qunif"` is taken
`q.arg`	a list of lists of quantile functions parameters of the distributions in `q`, it can be a single list meaning same parameters for all, if not specified the default values of the respective distributions are taken
`n.i2`	number of Monte Carlo evaluations
`...`	additional arguments to be passed to the function `f.mat`

A vector containing the unscaled pure second order indices

J. Fruth

Sobol', I. M. (1993) Sensitivity estimates for nonlinear mathematical models, Mathematical Modeling and Computational Experiment, 1, 407-414.

i2Index(f.mat=ishigami.fun, d=3, q.arg=list(min=-pi,max=pi), n.i2=10000)