Marino David
2013-Jun-07 22:54 UTC
[R] 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
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Uwe Ligges
2013-Jun-09 15:49 UTC
[R] It seams that fast99 function (sensitivity package) does not work out for norm distribution.
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]] > > ______________________________________________ > R-help at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. >