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nisp_productsa

Exact sensitivity analysis for the Product function

Calling Sequence

exact = nisp_productsa ( mu , sigma )

Parameters

mu :

a 2-by-1 matrix of doubles, the means of X1 and X2

sigma :

a 1-by-1 matrix of doubles, the standard deviation of X1 a,d X2

exact:

a struct with the following fields: expectation, var, S1, S2, S12, ST1, ST2.

Description

This function returns exact sensitivity indices of the Product function. We consider two random variables: * a normal random variable with mean mu1 and standard deviation sigma1. * a normal random variable with mean mu2 and standard deviation sigma2.

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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