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r"""Visual explanation of Moment independent sensitivity analysis. | |
Moment-based method are based on the whole PDF to mitigate these | |
issues (Borgonovo2007). Based on the unconditional PDF, a conditional PDF per | |
parameter is computed. The more the conditional PDF deviates from the | |
unconditional PDF, the more the parameter has an impact on the quantity of | |
interest. The same procedure can be done using the Empirical Cumulative | |
Density Function (ECDF), respectively with the unconditional ECDF. | |
This visually shows this procedure. Bins of samples (red circles) are used to | |
compute a conditional PDF of the output. This PDF is compared to the |
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"""Sobol' indices. | |
Compute Sobol' variance based sensitivity indices. | |
Use formulations from Saltelli2010. | |
Reference: | |
Saltelli et al. Variance based sensitivity analysis of model output. Design and estimator for the total sensitivity index, | |
Computer Physics Communications, 2010. DOI: 10.1016/j.cpc.2009.09.018 |
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"""Quantile dotplot. | |
Based on R code from https://github.com/mjskay/when-ish-is-my-bus/blob/master/quantile-dotplots.md | |
Reference: | |
Matthew Kay, Tara Kola, Jessica Hullman, Sean Munson. When (ish) is My Bus? | |
User-centered Visualizations of Uncertainty in Everyday, Mobile Predictive Systems. | |
CHI 2016. DOI: 10.1145/2858036.2858558 |
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"""Halton low discrepancy sequence. | |
This snippet implements the Halton sequence following the generalization of | |
a sequence of *Van der Corput* in n-dimensions. | |
--------------------------- | |
MIT License | |
Copyright (c) 2017 Pamphile Tupui ROY |