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) .


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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0.1.0 by Maikol Solís, 10 months ago

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Browse source code at

Authors: Maikol Solís <[email protected]>

Documentation:   PDF Manual  

MIT + file LICENSE license

Imports np, minqa, pbmcapply

See at CRAN