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nisp_productsa

Exact sensitivity analysis for the Product function

Calling Sequence

exact = nisp_productsa ( mu , sigma )

Parameters

mu :

a nx-by-1 matrix of doubles, the means of X

sigma :

a nx-by-1 or 1-by-nx matrix of doubles, the standard deviation of X

exact:

a struct with the following fields: expectation, var, S, ST

Description

This function returns exact sensitivity indices of the Product function. We consider nx random variables. The random variable X(i) has mean mu(i) and standard deviation sigma(i), for i=1,2,...,nx.

Examples

mu1 = 1.5;
sigma1 = 0.5;
mu2 = 3.5;
sigma2 = 2.5;
exact = nisp_productsa ( [mu1,mu2]' , [sigma1,sigma2]' )

Authors

Bibliography

"Sensitivity analysis in practice", Saltelli, Tarantolla, Compolongo, Ratto, Wiley, 2004

"An importance quantification technique in uncertainty analysis for computer models", Ishigami, Homma, 1990, Proceedings of the ISUMA'90. First international symposium on uncertainty modelling and Analysis, University of Maryland, USA, pp. 398-403.


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