## 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

http://www.jeremy-oakley.staff.shef.ac.uk/psa_example.txt.

**a**,_{1}**a**and_{2}**a**, and the matrix_{3}**M**, can be found at:http://www.jeremy-oakley.staff.shef.ac.uk/psa_example.txt.

### Input Distributions:

The independent distributions of the input random variables are: x_{i}~ 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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