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sobolnp - Nonparametric Sobol Estimator with Bootstrap Bandwidth
Algorithm to estimate the Sobol indices using a non-parametric fit of the regression curve. The bandwidth is estimated using bootstrap to reduce the finite-sample bias. The package is based on the paper Solís, M. (2018) <arXiv:1803.03333>.
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bandwidthbootstrapcross-validationnonparametric-regressionsensitivity-analysis
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