An adaptive correlation ratio method using the cumulative sum of the reordered output

Elmar Plischke

Reliability Engineering and System Safety, 2012, vol. 107, issue C, 149-156

Abstract: We consider correlation ratios as estimators for first order sensitivity indices from given data. The computation is simplified by the introduction of the cumulative sum of the normalised reordered output. Ideas for the estimation using interpolation are also discussed.

Keywords: Global sensitivity analysis; Sobol' index; Correlation ratio (search for similar items in EconPapers)
Date: 2012
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Citations: View citations in EconPapers (10)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:reensy:v:107:y:2012:i:c:p:149-156

DOI: 10.1016/j.ress.2011.12.007

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