update.sensitivity {SSM} | R Documentation |
Update an SSM object with the term variances and Sobol indices
Description
This function computes the term variances, Sobol indices, Total indices and Total interaction indices of a given SSM class object.
Usage
## S3 method for class 'sensitivity'
update(ssm)
Arguments
ssm |
An SSM object. |
Details
This function has two modes. If the legendre
slot in the SSM object
is TRUE (i.e. the default P
matrix has been used to fit the
SSM) then all the sensitivity indices are computed assuming inputs are
uniformly distributed over [-1, 1]^d
. If legendre
is FALSE
(i.e. a user-defined P
has been supplied) then the polynomials
defined by P
are orthonormal with respect to some probability measure
and the sensitivity indices are computed assuming that measure defines the
distribution of the inputs.
The returned SSM object has term variances held in the variances
slot,
ordered to match the exponent vectors in the basis
slot. The Sobol
indices are placed in main_sobol
and the Total indices in
total_sobol
. The Total interaction indices are placed in the
total_int
slot with identifying labels stored in
total_int_factors
. If there are less than eleven variables then
interaction indices are computed for all order interactions and stored in
int_sobol
with identifying labels in int_factors
.
Value
An SSM object.