Oakley & O'Hagan (2004) Function
Description:
Dimensions: 15
This function's a-coefficients are chosen so that 5 of the input variables contribute significantly to the output variance, 5 have a much smaller effect, and the remaining 5 have almost no effect on the output variance. Values of the coefficient vectors a1, a2 and a3, and the matrix M, can be found at:
http://www.jeremy-oakley.staff.shef.ac.uk/psa_example.txt.
http://www.jeremy-oakley.staff.shef.ac.uk/psa_example.txt.
Input Distributions:
The independent distributions of the input random variables are: xi ~ N(μ=0, σ=1), for all i = 1, …, 15.Code:
References:
Oakley, J. E., & O'Hagan, A. (2004). Probabilistic sensitivity analysis of complex models: a Bayesian approach. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 66(3), 751-769.
For questions or comments, please email Derek Bingham at: dbingham@stat.sfu.ca.
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