Package: sobolnp 0.1.0

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>.

Authors:Maikol Solís <[email protected]>

sobolnp_0.1.0.tar.gz
sobolnp_0.1.0.zip(r-4.5)sobolnp_0.1.0.zip(r-4.4)sobolnp_0.1.0.zip(r-4.3)
sobolnp_0.1.0.tgz(r-4.4-any)sobolnp_0.1.0.tgz(r-4.3-any)
sobolnp_0.1.0.tar.gz(r-4.5-noble)sobolnp_0.1.0.tar.gz(r-4.4-noble)
sobolnp_0.1.0.tgz(r-4.4-emscripten)sobolnp_0.1.0.tgz(r-4.3-emscripten)
sobolnp.pdf |sobolnp.html✨
sobolnp/json (API)
NEWS

# Install 'sobolnp' in R:
install.packages('sobolnp', repos = c('https://maikol-solis.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/maikol-solis/sobolnp/issues

On CRAN:

bandwidthbootstrapcross-validationnonparametric-regressionsensitivity-analysis

2.00 score 1 scripts 117 downloads 3 exports 14 dependencies

Last updated 2 years agofrom:6b3d604a69. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 23 2024
R-4.5-winOKNov 23 2024
R-4.5-linuxOKNov 23 2024
R-4.4-winOKNov 23 2024
R-4.4-macOKNov 23 2024
R-4.3-winOKNov 23 2024
R-4.3-macOKNov 23 2024

Exports:plotprintsobolnp

Dependencies:bootcubaturelatticeMASSMatrixMatrixModelsminqanppbmcapplyquadprogquantregRcppSparseMsurvival