Virtual Library of Simulation Experiments:

Screening Test Problems

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Loeppky et al. (2013) Function

Description:

Dimensions: 10

This function is designed for sensitivity analysis, such that the first three input variables are highly sensitive, and the last three are insensitive, while the rest are moderately sensitive (Loeppky et al., 2013). For this reason, the last three input variables do not appear in the expression.

Input Domain:

This function is evaluated on the hypercube x_i ∈ [0, 1], for all i = 1, …, 10, where Σ x_i = 1.

Code:

Reference:

Loeppky, J. L., Williams, B. J., & Moore, L. M. (2013). Global sensitivity analysis for mixture experiments. Technometrics, 55(1), 68-78.

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