Hi everyone! From the documentation, Sobol’ indices with Saltelli's formulation are computed using its 2002 formula. In Saltelli2010, there is another formulation which is demonstrated to be better.
Another point, there is the possibility to use an experiment in SobolIndicesExperiment(). But it is not possible to use Sobol’ sequence here. It would be great to add this possibility as it is known to converge faster than the MonteCarloExperiment(). To get A and B with Sobol’ sequence, we must split the matrix vertically: input_design = np.array(ot.SobolSequence(dim * 2).generate(size)) A = input_design[:, :dim] B = input_design[:, dim:] Another possibility is to use Sobol’ scrambled and split horizontally. But from what I know, this sampler is not available in OT? From the documentation, it is not really clear that the matrices are stacked as [A, B, A_B, B_A]. I had to look at the code to really understand that. Maybe this could be improved? Thanks for the support :) Pamphile ROY PhD candidate in Uncertainty Quantification CERFACS —Toulouse (31)—France +33 (0) 5 61 19 31 57 +33 (0) 7 86 43 24 22
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