Add Confidence Intervals to Sobol Indices

src/mcs/sobol.jl

@@ -50,14 +50,15 @@ function sample!(sim_inst::SobolSimulationInstance, samplesize::Int)
     end
 end
 
-function analyze(sim_inst::SobolSimulationInstance, model_output::AbstractArray{<:Number, N}) where N
+function analyze(sim_inst::SobolSimulationInstance, model_output::AbstractArray{<:Number, N}; num_resamples::Union{Nothing, Int} = 10_000, conf_level::Union{Nothing, Number} = 0.95) where N
 
     if sim_inst.trials == 0
         error("Cannot analyze simulation with 0 trials.")
     end
 
     payload = create_GSA_payload(sim_inst)
-    return GlobalSensitivityAnalysis.analyze(payload, model_output)
+
+    return GlobalSensitivityAnalysis.analyze(payload, model_output; num_resamples = num_resamples, conf_level = conf_level)
 end
 
 function create_GSA_payload(sim_inst::SobolSimulationInstance)

test/mcs/test_defmcs_sobol.jl

@@ -68,7 +68,7 @@ results_disk[!,2] = Symbol.(results_disk[!,2])
 
 # do some analysis
 E = CSVFiles.load(joinpath(output_dir, "emissions_E.csv")) |> DataFrame
-results = analyze(si, E[1:60:end, 3])
+results = analyze(si, E[1:60:end, 3]; num_resamples = 10_000, conf_level = 0.95)
 
 function show_E_Region(year::Int; region = "Region1", bins=40)
     df = @from i in E begin