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

[David Winsemius]

On Jun 9, 2013, at 4:08 PM, Marino David wrote:

> The author has already gave the illustration and solution as well.
> 

Is that supposed to mean that you emailed the author and got a private response?

> Thanks.
> 
> 
> 
> 2013/6/9 Uwe Ligges <ligges at statistik.tu-dortmund.de>
> 
>> 
>> 
>> 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]]

--

David Winsemius
Alameda, CA, USA