CRAN/E | sobolnp

sobolnp

Nonparametric Sobol Estimator with Bootstrap Bandwidth

Installation

About

Algorithm to estimate the Sobol indices using a non-parametric fit of the regression curve. The bandwidth is estimated using bootstrap to reduce the finite-sample bias. The package is based on the paper Solís, M. (2018) .

github.com/maikol-solis/sobolnp/
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Key Metrics

Version 0.1.0
Published 2019-04-29 1990 days ago
Needs compilation? no
License MIT
License File
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Maintainer

Maintainer

Maikol Solís

Authors

Maikol Solís

Material

NEWS
Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Imports

np
minqa
pbmcapply