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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>.

Versions across snapshots

VersionRepositoryFileSize
0.1.0 rolling linux/jammy R-4.5 sobolnp_0.1.0.tar.gz 23.5 KiB
0.1.0 rolling linux/noble R-4.5 sobolnp_0.1.0.tar.gz 23.5 KiB
0.1.0 rolling source/ R- sobolnp_0.1.0.tar.gz 5.3 KiB
0.1.0 latest linux/jammy R-4.5 sobolnp_0.1.0.tar.gz 23.5 KiB
0.1.0 latest linux/noble R-4.5 sobolnp_0.1.0.tar.gz 23.5 KiB
0.1.0 latest source/ R- sobolnp_0.1.0.tar.gz 5.3 KiB
0.1.0 2026-04-26 source/ R- sobolnp_0.1.0.tar.gz 5.3 KiB
0.1.0 2026-04-23 source/ R- sobolnp_0.1.0.tar.gz 5.3 KiB
0.1.0 2026-04-09 windows/windows R-4.5 sobolnp_0.1.0.zip 26.5 KiB
0.1.0 2025-04-20 source/ R- sobolnp_0.1.0.tar.gz 5.3 KiB

Dependencies (latest)

Imports