Add Confidence Intervals to Sobol Indices #583
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Coverage 79.19% 79.19%
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Files 39 39
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Hits 2250 2250
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@ckingdon95 would you mind approving this so we can get it into master now? I'm trying to do some work with it but it's getting complicated with all the branches and I'm going to end up holding off until we get all the models up to speed etc. |
davidanthoff
previously approved these changes
Mar 12, 2020
davidanthoff
approved these changes
Mar 24, 2020
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This PR adds two keyword arguments,
num_resamples::Int = 10_000andconf_level::Number = 0.95to theanalyzefunction currently only used in Sobol analysis. These args will be passed toGlobalSensitivityAnalysis.analyzeand direct the calculation of confidence intervals around the total, first, and second order indices.This PR is in combination with more significant work on the
GlobalSensitivityAnalysis.jlside of things, which needs a bit more testing but will then be included in the next tagged version this upcoming week.lrennels/GlobalSensitivityAnalysis.jl#21
(FYI @ckingdon95 @davidanthoff)