Example 2: Random effect on the output (constant Gaussian noise) — sobol_example_random_output • Sobol4R

Two inputs in [0, 1], Sobol G-function with k = 2, plus additive Gaussian noise, and a QoI based on the mean of repeated evaluations.

Usage

sobol_example_random_output(
  n = 50000,
  sd = 1,
  nrep_qoi = 1000,
  order = 2,
  nboot = 100
)

Arguments

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

Value

A list with three "sobol" objects: x_det (deterministic G-function), x_noise (single noisy output), x_qoi (QoI-based indices).