R help - Jun 2013 - It seams that fast99 function (sensitivity package) does not work out for norm distribution.

Dear all mailing listers,

Does Anyone have the same problem as mine when using the fast99
(extended-FAST method) to perform SA of model with norm distribution inputs?

See the simple example given following.

Any suggestion will be greatly appreciated.

Thank you!

Marino


# Simple example

# 1. uniform version (It works well)
library(sensitivity)
Myfun<-function(x){return(rowSums(x))}
SA1 <- fast99(model = Myfun, factors = 3, n = 1000, q = "qunif",
q.arg list(min = 0, max = 1))

> SA1
Call:
fast99(model = Myfun, factors = 3, n = 1000, q = "qunif", q.arg
list(min = 0,     max = 1))

Model runs: 3000

Estimations of the indices:
   first order total order
X1   0.3335243   0.3350584
X2   0.3335243   0.3350584
X3   0.3335243   0.3350584






# 2. norm version (it does not work)
SA2 <- fast99(model = Myfun, factors = 3, n = 1000, q = "qnorm",
q.arg list(mean = 0, sd = 1))

> SA2
Call:
fast99(model = Myfun, factors = 3, n = 1000, q = "qnorm", q.arg
list(mean = 0,     sd = 1))

Model runs: 3000

Estimations of the indices:
   first order total order
X1          NA          NA
X2          NA          NA
X3          NA          NA

	[[alternative HTML version deleted]]

On 08.06.2013 00:54, Marino David wrote:
> Dear all mailing listers,
>
> Does Anyone have the same problem as mine when using the fast99
> (extended-FAST method) to perform SA of model with norm distribution
inputs?
Why not ask the authors of the function?

Best,
Uwe Ligges
>
> See the simple example given following.
>
> Any suggestion will be greatly appreciated.
>
> Thank you!
>
> Marino
>
>
> # Simple example
>
> # 1. uniform version (It works well)
> library(sensitivity)
> Myfun<-function(x){return(rowSums(x))}
> SA1 <- fast99(model = Myfun, factors = 3, n = 1000, q =
"qunif", q.arg > list(min = 0, max = 1))
>
>
>> SA1
> Call:
> fast99(model = Myfun, factors = 3, n = 1000, q = "qunif", q.arg
> list(min = 0,     max = 1))
>
> Model runs: 3000
>
> Estimations of the indices:
>     first order total order
> X1   0.3335243   0.3350584
> X2   0.3335243   0.3350584
> X3   0.3335243   0.3350584
>
>
>
>
>
>
> # 2. norm version (it does not work)
> SA2 <- fast99(model = Myfun, factors = 3, n = 1000, q =
"qnorm", q.arg > list(mean = 0, sd = 1))
>
>
>> SA2
> Call:
> fast99(model = Myfun, factors = 3, n = 1000, q = "qnorm", q.arg
> list(mean = 0,     sd = 1))
>
> Model runs: 3000
>
> Estimations of the indices:
>     first order total order
> X1          NA          NA
> X2          NA          NA
> X3          NA          NA
>
> 	[[alternative HTML version deleted]]
>
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