[R] It seams that fast99 function (sensitivity package) does not work out for norm distribution.

Uwe Ligges ligges at statistik.tu-dortmund.de
Sun Jun 9 17:49:02 CEST 2013



On 08.06.2013 00:54, Marino David wrote:
> Dear all mailing listers,
>
> Does Anyone have the same problem as mine when using the fast99
> (extended-FAST method) to perform SA of model with norm distribution inputs?

Why not ask the authors of the function?

Best,
Uwe Ligges

>
> See the simple example given following.
>
> Any suggestion will be greatly appreciated.
>
> Thank you!
>
> Marino
>
>
> # Simple example
>
> # 1. uniform version (It works well)
> library(sensitivity)
> Myfun<-function(x){return(rowSums(x))}
> SA1 <- fast99(model = Myfun, factors = 3, n = 1000, q = "qunif", q.arg =
> list(min = 0, max = 1))
>
>
>> SA1
> Call:
> fast99(model = Myfun, factors = 3, n = 1000, q = "qunif", q.arg =
> list(min = 0,     max = 1))
>
> Model runs: 3000
>
> Estimations of the indices:
>     first order total order
> X1   0.3335243   0.3350584
> X2   0.3335243   0.3350584
> X3   0.3335243   0.3350584
>
>
>
>
>
>
> # 2. norm version (it does not work)
> SA2 <- fast99(model = Myfun, factors = 3, n = 1000, q = "qnorm", q.arg =
> list(mean = 0, sd = 1))
>
>
>> SA2
> Call:
> fast99(model = Myfun, factors = 3, n = 1000, q = "qnorm", q.arg =
> list(mean = 0,     sd = 1))
>
> Model runs: 3000
>
> Estimations of the indices:
>     first order total order
> X1          NA          NA
> X2          NA          NA
> X3          NA          NA
>
> 	[[alternative HTML version deleted]]
>
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