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敏感性分析

于 2021-03-31 发布
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代码说明:

说明:  参考维基百科(https://en.wikipedia.org/wiki/Variance-based_sensitivity_analysis)的取样过程以及对应的Estimators。理论性的东西就不进行复述了,这里主要阐述用MATLAB(R2018b)对某个特定函数进行Solo indices敏感性分析的过程。大致可分为四个过程:采样,构建函数,函数输出(将样本带入函数得到输出值),计算Sobol指数(估算一阶影响指数和全局影响指数)(Sobol global sensitivity analysis)

文件列表:

sobol.m, 2152 , 2019-09-29

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