sobolnp
Nonparametric Sobol Estimator with Bootstrap Bandwidth
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) doi:10.48550/arXiv.1803.03333.
- Version0.1.0
- R versionunknown
- LicenseMIT
- LicenseLICENSE
- Needs compilation?No
- Last release04/29/2019
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Maikol Solís
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- Imports3 packages