Confidence Intervals for Sobol Global Sensitivity Analysis

Specific Domains Modelling & Simulations
1

I was running the example for Sobol sensitivity analysis, which was mentioned in the tutorial (Sobol Method · GlobalSensitivity.jl) and I observed that when I specified the nboot argument to calculate the confidence intervals, it returns nothing. I use the GlobalSensitivity v2.5.0.

Thank you!

2

@Vaibhavdixit02 can you look at this?

3

Can you show the code you ran and the outpu @Nick1

4

The code I am using is this one:


using GlobalSensitivity, QuasiMonteCarlo

function ishi(X)
    A= 7
    B= 0.1
    sin(X[1]) + A*sin(X[2])^2+ B*X[3]^4 *sin(X[1])
end

samples = 600000
lb = -ones(4)*π
ub = ones(4)*π
sampler = SobolSample()
A,B = QuasiMonteCarlo.generate_design_matrices(samples,lb,ub,sampler)

res1 = gsa(ishi,Sobol(order=[0,1,2]),nboot = 100,A,B)

function ishi_batch(X)
    A= 7
    B= 0.1
    @. sin(X[1,:]) + A*sin(X[2,:])^2+ B*X[3,:]^4 *sin(X[1,:])
end

res2 = gsa(ishi_batch,Sobol(order=[0,1,2]),nboot = 100, A,B,batch=true)

The code is from this link: