tupui

"""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

tupui

"""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

tupui

"""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

tupui

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