Virtual Library of Simulation Experiments:

Test Functions and Datasets

Bratley et al. (1992) Function


Description:

Dimensions: d

This function occurs as an integrand multiple times in the literature. The exact value of the integral with this function as an integrand is:

Input Domain and Distributions:

For integration, screening and sensitivity analysis, the function is integrated over the hypercube [0, 1], for all
i = 1, …, d.

Code:


References:

Bratley, P., Fox, B. L., & Niederreiter, H. (1992). Implementation and tests of low-discrepancy sequences. ACM Transactions on Modeling and Computer Simulation (TOMACS), 2(3), 195-213.

Kucherenko, S., Feil, B., Shah, N., & Mauntz, W. (2011). The identification of model effective dimensions using global sensitivity analysis. Reliability Engineering & System Safety, 96(4), 440-449.


For questions or comments, please email Derek Bingham at: dbingham@stat.sfu.ca.



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