Hello all,
In the following example, one sobol index for one parameter (the first
order index for parameter b) is larger than 1. Shouldn?t the indices
have a range of [0,1]?
# Code for a decoupled approach example:
X1<-data.frame(a=runif(100,20,30),b=runif(100,0.1,0.5))
X2<-data.frame(a=runif(100,20,30),b=runif(100,0.1,0.5))
library(sensitivity)
x<-sobol2002(model=NULL,X1,X2,nboot=100)
resp<-x$X$a*x$X$b # Example of model output
tell(x,y=resp)
print(x)
# End
Result
Call:
sobol2002(model = NULL, X1 = X1, X2 = X2, nboot = 100)
Model runs: 400
First order indices:
original bias std. error min. c.i. max. c.i.
a 0.08852067 -0.01317529 0.1227359 -0.2126156 0.3132482
b 1.24009414 0.01207408 0.4018650 0.2074935 1.8574080
Total indices:
original bias std. error min. c.i. max. c.i.
a 0.1172252 0.018504397 0.1501931 -0.1456118 0.4896815
b 0.4323300 -0.004814019 0.2692777 -0.1669219 1.0103819
What am I doing wrong? Or the approach has some limitation that I
might be disregarding?
Thanks for any clarification on this.
Duarte Viana