Example 3: Large covariate dependent random effect — sobol_example_covariate

Third input C3 is uniform on [1, 100], used as the mean of a Gaussian noise term added to the G-function. Quantity of interest is the mean of repeated evaluations.

Usage

sobol_example_covariate_large(
  n = 50000,
  nrep_qoi = 1000,
  order = 2,
  nboot = 100
)

Arguments

n: Monte Carlo sample size for each base design.
nrep_qoi: Number of repetitions for the QoI.
order: Maximum interaction order.
nboot: Number of bootstrap replicates.

Value

A list with two "sobol" objects: x_single (single noisy run), x_qoi (QoI-based indices).