soblev99 <- function(xx, b, c0=0)
{
##########################################################################
#
# SOBOL' & LEVITAN (1999) FUNCTION
#
# Authors: Sonja Surjanovic, Simon Fraser University
# Derek Bingham, Simon Fraser University
# Questions/Comments: Please email Derek Bingham at dbingham@stat.sfu.ca.
#
# Copyright 2013. Derek Bingham, Simon Fraser University.
#
# THERE IS NO WARRANTY, EXPRESS OR IMPLIED. WE DO NOT ASSUME ANY LIABILITY
# FOR THE USE OF THIS SOFTWARE. If software is modified to produce
# derivative works, such modified software should be clearly marked.
# Additionally, this program is free software; you can redistribute it
# and/or modify it under the terms of the GNU General Public License as
# published by the Free Software Foundation; version 2.0 of the License.
# Accordingly, this program is distributed in the hope that it will be
# useful, but WITHOUT ANY WARRANTY; without even the implied warranty
# of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
# General Public License for more details.
#
# For function details and reference information, see:
# http://www.sfu.ca/~ssurjano/
#
##########################################################################
#
# INPUTS:
#
# xx = c(x1, x2, ..., xd)
# b = d-dimensional vector (optional), with default value
# c(2, 1.95, 1.9, 1.85, 1.8, 1.75, 1.7, 1.65, 0.4228, 0.3077, 0.2169,
# 0.1471, 0.0951, 0.0577, 0.0323, 0.0161, 0.0068, 0.0021, 0.0004, 0)
# (when d<=20)
# c0 = constant term (optional), with default value 0
#
##########################################################################
d <- length(xx)
if (missing(b)) {
if (d <= 20){
b <- c(2, 1.95, 1.9, 1.85, 1.8, 1.75, 1.7, 1.65, 0.4228, 0.3077, 0.2169, 0.1471, 0.0951, 0.0577, 0.0323, 0.0161, 0.0068, 0.0021, 0.0004, 0)
}
else {
stop('Value of the d-dimensional vector b is required.')
}
}
Id <- 1
for (ii in 1:d) {
bi <- b[ii]
new <- (exp(bi)-1) / bi
Id <- Id * new
}
sum <- 0
for (ii in 1:d) {
bi <- b[ii]
xi <- xx[ii]
sum <- sum + bi*xi
}
y <- exp(sum) - Id + c0
return(y)
}