Generate sample for sensitivity analysis

Generates an input sample for a Monte Carlo estimation of global sensitivity indices. Used in the get_sensitivity() function. The total sample size will be \(N(d+2)\).

Usage

SA_sample(N, d)

Arguments

N

The number of sample points per dimension.

d

The dimensionality of the sample

Value

A matrix with \(N(d+2)\) rows and d columns.

Details

This function generates a Monte Carlo sample as described e.g. in the Global Sensitivity Analysis: The Primer book.

See also

• get_sensitivity() Perform global sensitivity or uncertainty analysis on a COIN.

• SA_estimate() Estimate sensitivity indices from system output, as a result of input design from SA_sample().

Examples

# sensitivity analysis sample for 3 dimensions with 100 points per dimension
X <- SA_sample(100, 3)