DirichletSensitivity¶
- class DirichletSensitivity(alpha=class=Point name=Unnamed dimension=3 values=[0.5,0.333333,0.25])¶
Class to define a Dirichlet sensitivity benchmark problem.
Methods
ComputeIndices
(alpha)Compute the exact Sobol' indices of the Dirichlet test case.
Returns the first order Sobol' sensitivity indices.
Returns the function.
Returns the input distribution.
getName
()Returns the name of the problem.
Returns the total order Sobol' sensitivity indices.
- __init__(alpha=class=Point name=Unnamed dimension=3 values=[0.5,0.333333,0.25])¶
Create a Dirichlet sensitivity problem.
The function is defined by the equation:
where:
for any x in [0, 1], where d_i is the Dirichlet kernel:
for i=1, 2, …, p.
By continuity, we set:
The Dirichlet kernel has the properties:
The input random variables are independent.
- Parameters:
- alphasequence of float
The vector of coefficients.
Notes
The dimension of this problem can be changed, but its parameters can. The Sobol’ sensitivity indices are computed from the values of the parameters.
The model was first introduced in (Martinez, 2008).
References
Jean-Marc Martinez. Benchmark based on analytical functions (2008). http://gdr-mascotnum.math.cnrs.fr/data2/benchmarks/jm.pdf.
Examples
>>> import otbenchmark as otb >>> problem = otb.DirichletSensitivity()
- static ComputeIndices(alpha)¶
Compute the exact Sobol’ indices of the Dirichlet test case.
- Parameters:
- alpha: ot.Point(n)
The vector of alpha parameters.
- Returns:
- exactdict
The exact expectation, variance, first order Sobol’ indices, total order Sobol’ indices.
- getFirstOrderIndices()¶
Returns the first order Sobol’ sensitivity indices.
- Parameters:
- None.
- Returns:
- firstOrderIndices: ot.Point
The first order sensitivity indices.
- getFunction()¶
Returns the function.
- Parameters:
- None.
- Returns:
- function: ot.Function
The function.
- getInputDistribution()¶
Returns the input distribution.
- Parameters:
- None.
- Returns:
- distribution: ot.Distribution
The distribution.
- getName()¶
Returns the name of the problem.
- Parameters:
- None.
- Returns:
- name: str
The name.
- getTotalOrderIndices()¶
Returns the total order Sobol’ sensitivity indices.
- Parameters:
- None.
- Returns:
- totalOrderIndices: ot.Point
The total order sensitivity indices.