EASI Method

struct EASI <: GSAMethod
    max_harmonic::Int
    dct_method::Bool
end

EASI has the following keyword arguments:

• max_harmonic: Maximum harmonic of the input frequency for which the output power spectrum is analyzed for. Defaults to 10.
• dct_method: Use Discrete Cosine Transform method to compute the power spectrum. Defaults to false.

Method Details

The EASI method is a Fourier-based technique for performing variance-based methods of global sensitivity analysis for the computation of first order effects (Sobol’ indices), hence belonging into the same class of algorithms as FAST and RBD. It is a computationally cheap method for which existing data can be used. Unlike the FAST and RBD methods which use a specially generated sample set that contains suitable frequency data for the input factors, in EASI these frequencies are introduced by sorting and shuffling the available input samples.

API

function gsa(f, method::EASI, p_range; N, batch = false, rng::AbstractRNG = Random.default_rng(), kwargs...)

Example

using GlobalSensitivity, Test

function ishi_batch(X)
    A= 7
    B= 0.1
    @. sin(X[1,:]) + A*sin(X[2,:])^2+ B*X[3,:]^4 *sin(X[1,:])
end
function ishi(X)
    A= 7
    B= 0.1
    sin(X[1]) + A*sin(X[2])^2+ B*X[3]^4 *sin(X[1])
end

lb = -ones(4)*π
ub = ones(4)*π

res1 = gsa(ishi,EASI(),[[lb[i],ub[i]] for i in 1:4],N=15000)
res2 = gsa(ishi_batch,EASI(),[[lb[i],ub[i]] for i in 1:4],N=15000,batch=true)