fast99(sensitivity)
fast99()所属R语言包:sensitivity
Extended Fourier Amplitude Sensitivity Test
扩展傅立叶振幅灵敏度测试
译者:生物统计家园网 机器人LoveR
描述----------Description----------
fast99 implements the so-called "extended-FAST" method (Saltelli et al. 1999). This method allows the estimation of first order and total Sobol' indices for all the factors (alltogether 2p indices, where p is the number of factors) at a total cost of n * p simulations.
fast99实现了所谓的“扩展FAST”的方法(Saltelli等,1999)。这种方法允许估计的一阶和总Sobol指数的所有因素(产品总数2p指数,其中p是多少的因素),总成本n * p模拟。
用法----------Usage----------
fast99(model = NULL, factors, n, M = 4, omega = NULL,
q = NULL, q.arg = NULL, ...)
## S3 method for class 'fast99'
tell(x, y = NULL, ...)
## S3 method for class 'fast99'
print(x, ...)
## S3 method for class 'fast99'
plot(x, ylim = c(0, 1), ...)
参数----------Arguments----------
参数:model
a function, or a model with a predict method, defining the model to analyze.
函数或一个的模型与predict方法,定义模型来分析。
参数:factors
an integer giving the number of factors, or a vector of character strings giving their names.
一个整数,给出的因素的数量,或字符串的向量给予他们的名字。
参数:n
an integer giving the sample size, i.e. the length of the discretization of the s-space (see Cukier et al.).
给样本大小的整数,即离散的s-空间(见Cukier等。)的长度。
参数:M
an integer specifying the interference parameter, i.e. the number of harmonics to sum in the Fourier series decomposition (see Cukier et al.).
一个整数,指定的干扰参数,即谐波次数的傅立叶级数分解,总结(看到Cukier等。)。
参数:omega
a vector giving the set of frequencies, one frequency for each factor (see details below).
一个向量组频率,一个频率为每一个因素(详见下文)。
参数:q
a vector of quantile functions names corresponding to wanted factors distributions (see details below).
一个向量的分量函数的命名对应的通缉因素分布(详见下文)。
参数:q.arg
a list of quantile functions parameters (see details below).
列表中位数的功能参数(详见下文)。
参数:x
a list of class "fast99" storing the state of the sensitivity study (parameters, data, estimates).
类的列表"fast99"存储状态的敏感性研究(参数,数据,估计)。
参数:y
a vector of model responses.
一个向量模型的响应。
参数:ylim
y-coordinate plotting limits.
y坐标绘制的限制。
参数:...
any other arguments for model which are passed unchanged each time it is called.
任何其他参数model传递不变的,每次它被称为。
Details
详细信息----------Details----------
If not given, the set of frequencies omega is taken from Saltelli et al. The first frequency of the vector omega is assigned to each factor X_i in turn (corresponding to the estimation of Sobol' indices S_i and ST_i), other frequencies being assigned to the remaining factors.
如果没有给出,该组的频率omega被从Saltelli等。第一频率的矢量omega被分配给每个因子X_i反过来(对应Sobol指数的估计S_i和ST_i),以及其他的频率被分配给其余的因素。
If the arguments q and q.args are not given, the factors are taken uniformly distributed on [0,1]. The argument q must be list of character strings, giving the names of the quantile functions (one for each factor), such as qunif, qnorm... It can also be a single character string, meaning same distribution for all. The argument q.arg must be a list of lists, each one being additional parameters for the corresponding quantile function. For example, the parameters of the quantile function qunif could be list(min=1, max=2), giving an uniform distribution on [1,2]. If q is a single character string, then q.arg must be a single list (rather than a list of one list).
如果参数q和q.args不给的因素采取均匀分布在[0,1]。参数q必须是字符串列表,给的名字位数的功能(每个因素之一),如qunif,qnorm...它也可以是一个字符串,这意味着可用于所有的相同的分布。参数q.arg必须是列表的列表,每一个额外的参数,相应的分位数函数。例如,参数的位数功能qunif能list(min=1, max=2),均匀分布上[1,2]。如果q是一个字符串,然后q.arg必须是一个单独的列表(而不是一个列表的列表)。
值----------Value----------
fast99 returns a list of class "fast99", containing all the input arguments detailed before, plus the following components:
fast99返回一个列表类"fast99",包含所有的输入参数前面的描述,再加上以下组件:
参数:call
the matched call.
匹配的呼叫。
参数:X
a data.frame containing the factors sample values.
data.frame包含的因素样本值。
参数:y
a vector of model responses.
一个向量模型的响应。
参数:V
the estimation of variance.
的方差的估计。
参数:D1
the estimations of Variances of the Conditional Expectations (VCE) with respect to each factor.
估计方差(VCE),每个因素的条件期望。
参数:Dt
the estimations of VCE with respect to each factor complementary set of factors ("all but Xi").
估计VCE每个因素的补集的因素(“所有,但Xi”)。
参考文献----------References----------
independent method for global sensitivity analysis of model output, Technometrics, 41, 39–56.
sensitivity analysis of multiparameter model systems. J. Comput. Phys., 26, 1–42.
参见----------See Also----------
decoupling
decoupling
实例----------Examples----------
# Test case : the non-monotonic Ishigami function[测试情况:非单调石上的功能]
x <- fast99(model = ishigami.fun, factors = 3, n = 1000,
q = "qunif", q.arg = list(min = -pi, max = pi))
print(x)
plot(x)
转载请注明:出自 生物统计家园网(http://www.biostatistic.net)。
注:
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