SubglobalSensitivityAnalysis
Documentation for package SubglobalSensitivityAnalysis.jl.
Estimating Sobol sensitivity indices for a subspace of the global space around a parameter vector p0
.
Problem
Results of global sensitivity analysis (SA) are sometimes strongly influenced by outliers resulting from unreasonable parameter combinations.
The idea is to still apply global SA, but only to a subset of the entire possible parameter region around a reasonable parameter set.
The user specifies a probability distribution function of each parameter, and the subglobal method ensures that a parameter range is sampled, so that a given proportion (default %20) under its prior pdf is covered.
This ensures that for a parameter with wide distribution also a wide range is sampled, and that more samples are drawn where the prior probability of the parameter is higher.
How
Setup arguments and call the main function estimate_subglobal_sobol_indices
, as described in the example doctest.