Virtual Library of Simulation Experiments:

Screening Test Problems

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Moon (2010) Mixed Function

Description:

Dimensions: 3

This function is used to illustrate the computation of sensitivity indices for the purpose of screening input variables, where there are both qualitative and quantitative inputs. It has two quantitative input variables and one qualitative input variable. I is the indicator function.

The plots above show the function for both possible values of the qualitative z-variable.

Input Domain:

The quantitative variables x₁ and x₂ are both in [0, 1], and the qualitative variable z takes on one of the two possible values in {1, 2}.

Code:

Reference:

Moon, H. (2010). Design and Analysis of Computer Experiments for Screening Input Variables (Doctoral dissertation, Ohio State University).

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