Nonparametric Sobol Estimator with Bootstrap Bandwidth

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) .


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sobolnp 0.1.0

Initial version based in the paper

Solís, Maikol. "Nonparametric estimation of the first order Sobol indices with bootstrap bandwidth." \emph{arXiv preprint arXiv:1803.03333} (2018).

Reference manual

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install.packages("sobolnp")

0.1.0 by Maikol Solís, 4 months ago


https://github.com/maikol-solis/sobolnp/


Report a bug at https://github.com/maikol-solis/sobolnp/issues


Browse source code at https://github.com/cran/sobolnp


Authors: Maikol Solís <[email protected]>


Documentation:   PDF Manual  


MIT + file LICENSE license


Imports np, minqa, pbmcapply


See at CRAN