Sobol4R0.4.0 package

Autoplot implementations

Bootstrap Sobol indices from stored samples

Estimate Failure Probability from Simulator Outputs

Fast Ishigami Test Function

Simulate one unit in the simple process

Time to M successes for one individual

QoI wrapper for the process model

Process model for a matrix of individuals

Create Sobol Sampling Designs

Example 3: Large covariate dependent random effect

Example 4: Slight covariate dependent random effect

Example 1: Deterministic G-function (reference case)

Example 5: Sobol indices for the process model

Example 2: Random effect on the output (constant Gaussian noise)

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

Sobol G-function (Saltelli reference function)

Additive Gaussian noise on the Sobol G-function (k = 2)

Additive Gaussian noise on the Sobol G-function (k = 2) - C++ backend

Sobol G-function restricted to the first two inputs - C++ backend

Quantity-of-interest wrapper for the covariate noisy G-function (k = 2...

QoI wrapper for covariate noisy G-function (k = 2) - C++ backend

Quantity-of-interest wrapper for the noisy G-function (k = 2)

QoI wrapper for the noisy G-function (k = 2) - C++ backend

Sobol G-function restricted to the first two inputs

Additive Gaussian noise on the Sobol G-function (k = 2)

Covariate dependent Gaussian noise on the Sobol G-function (k = 2) - C...

Sobol Indices for Stochastic Simulators

Reliability-Oriented Sobol Indices

Two-step clinic model wrapper for Sobol designs

Design generation for Sobol indices

M/M/1 queue model wrapper for Sobol designs

Generic QoI-based Sobol indices for a stochastic model

Run Sobol analysis with optional QoI wrapper

Sobol4R-package

Summarise Sobol Indices