bundles / scipy 1.17.1 / scipy / stats / _sensitivity_analysis / saltelli_2010

function

`scipy.stats._sensitivity_analysis:saltelli_2010`

source: /scipy/stats/_sensitivity_analysis.py :109

Signature

   def     saltelli_2010 (    f_A  :  np.ndarray    ,    f_B  :  np.ndarray    ,    f_AB  :  np.ndarray      )   →  tuple[np.ndarray, np.ndarray]

Summary

Saltelli2010 formulation.

Extended Summary

S_{i} = \frac{1}{N} j = 1 \sum N f (B)_{j} (f (AB^{(i)})_{j} - f (A)_{j})

S_{T_{i}} = \frac{1}{N} j = 1 \sum N (f (A)_{j} - f (AB^{(i)})_{j})^{2}

Parameters

f_A, f_B : array_like (s, n): Function values at A and B, respectively
f_AB : array_like (d, s, n): Function values at each of the AB pages

Returns

s, st : array_like (s, d): First order and total order Sobol' indices.

Aliases

scipy.stats._sensitivity_analysis.saltelli_2010