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
dct_method: Use Discrete Cosine Transform method to compute the power spectrum. Defaults to
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.
function gsa(f, method::EASI, p_range; N, batch = false, rng::AbstractRNG = Random.default_rng(), kwargs...)
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) + A*sin(X)^2+ B*X^4 *sin(X) 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)