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Run Sobol analysis with optional QoI wrapper

Source: R/sobol4r_run.R
sobol4r_run.Rd

Helper around sensitivity::sobol that mimics the structure of the original scripts. It never writes to disk.

Usage

sobol4r_run(
  model,
  X1,
  X2,
  order = 2,
  nboot = 100L,
  qoi_fun = NULL,
  nrep = 1L,
  type = c("soboljansen", "sobol", "sobol2007", "sobolEff", "sobolmartinez"),
  ...
)

Arguments

model

Deterministic or stochastic model that takes a design X and returns a numeric vector of length nrow(X).

X1, X2

Matrices or data.frames used to build the Sobol design.

order

Order of the Sobol indices (1 or 2).

nboot

Number of bootstrap replicates for confidence intervals.

qoi_fun

Optional quantity of interest function. If not NULL, the model is evaluated repeatedly and QoI is computed row wise.

nrep

Number of replications per design row when qoi is not NULL.

type

Type of Monte Carlo Estimation of Sobol' Indices to be used. Supported estimators mirror the sensitivity helpers: sobol, sobol2007, soboljansen, sobolEff, and sobolmartinez. Defaults to "soboljansen" because it offers robust first and total order indices on both centred and non-centred outputs.

...

Extra arguments passed to model.

Value

A sobol object (output of sensitivity::tell).