I used DiffeqSensitivity’s global sensitivity analysis using the Sobol method in order to explain the influence of specific input parameters of a model I’m building. I’m already getting some exciting results from the first order indices, and am also interested in the second order effects.
I am however unsure how to interpret the second order results.
My model has 35 input variables and 4 output variables. The resulting second order indices matrix has a size of 595 x 4.
How do I know which indexes in the second order indices matrix correspond to the interaction between two input variables?