Sobol G-function (Saltelli reference function) - C++ backend

Generic implementation of the Sobol G-function for k inputs. Columns of X are interpreted as inputs X1, X2, ..., Xk.

Usage

sobol_g_function(X, a = c(0, 1, 4.5, 9, 99, 99, 99, 99))

Arguments

X

Numeric matrix or data.frame of inputs in [0, 1].

a

Numeric vector of parameters a_j controlling importance. Its length must be at least ncol(X).

Value

Numeric vector of length nrow(X) with model outputs.