Hello,
with one of the four implemented "SobolIndicesAlgorithm"s one can
compute the Sobol coefficients for a function with independent inputs.
Am I correct that there's no direct method implemented to calculate
these coefficients for dependent input variables?
To cope with dependent inputs one could apply the well-known
Rosenblatt transformation before the sensitivity analysis. I saw that
there are already isoprobabilistic transformations implemented, but
from the documentation I couldn't figure out how exactly they are
meant to work (the theory, however, I do understand) and therefore
also how to use them. Maybe you could provide me a short example or
explain briefly how to generate a independent input vector with the
help of the implemented Rosenblatt transformation?
I would appreciate your help on these two questions.
Thank you,
Simon Rittel
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