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Algorithm to estimate the Sobol indices using a non-parametric fit of the regression curve. The bandwidth is estimated using bootstrap to reduce the finite-sample bias. The package is based on the paper Solís, M. (2018) <doi:10.48550/arXiv.1803.03333>.
Version: | 0.1.0 |
Imports: | np, minqa, pbmcapply |
Published: | 2019-04-29 |
DOI: | 10.32614/CRAN.package.sobolnp |
Author: | Maikol Solís |
Maintainer: | Maikol Solís <maikol.solis at ucr.ac.cr> |
BugReports: | https://github.com/maikol-solis/sobolnp/issues |
License: | MIT + file LICENSE |
URL: | https://github.com/maikol-solis/sobolnp/ |
NeedsCompilation: | no |
Materials: | NEWS |
CRAN checks: | sobolnp results |
Reference manual: | sobolnp.pdf |
Package source: | sobolnp_0.1.0.tar.gz |
Windows binaries: | r-devel: sobolnp_0.1.0.zip, r-release: sobolnp_0.1.0.zip, r-oldrel: sobolnp_0.1.0.zip |
macOS binaries: | r-release (arm64): sobolnp_0.1.0.tgz, r-oldrel (arm64): sobolnp_0.1.0.tgz, r-release (x86_64): sobolnp_0.1.0.tgz, r-oldrel (x86_64): sobolnp_0.1.0.tgz |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.