Package org.moeaframework.util.sequence

Class Saltelli

java.lang.Object
org.moeaframework.util.sequence.Saltelli
All Implemented Interfaces:
Sequence
public class Saltelli extends Object implements Sequence
Extension of Sobol's sequence for generating the samples for Saltelli's version of Sobol' global variance decomposition. This approach allows the first-, second-, and total-order sensitivities to be computed with lower error rates and fewer samples than other approaches, and is the sequences required for using SobolAnalysis.

The number of samples, N, generated by the generate(int, int) method must be a multiple of 2*D+2, where D is the dimension of the generated samples.

References:

  1. Saltelli, A., et al. "Global Sensitivity Analysis: The Primer." John Wiley & Sons Ltd, 2008.

  • Constructor Summary

    Constructors
    Constructor
    Description
    Saltelli()
    Constructs a Saltelli sequence generator for use in Sobol' global variance decomposition.

  • Method Summary

    Modifier and Type
    Method
    Description
    double[][]
    generate(int N, int D)
    Returns a N x D matrix of real numbers in the range [0, 1].

    Methods inherited from class java.lang.Object

    clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

  • Constructor Details

    • Saltelli

      public Saltelli()
      Constructs a Saltelli sequence generator for use in Sobol' global variance decomposition.

  • Method Details

    • generate

      public double[][] generate(int N, int D)
      Description copied from interface: Sequence
      Returns a N x D matrix of real numbers in the range [0, 1].
      Specified by:
      generate in interface Sequence
      Parameters:
      N - the number of sample points
      D - the dimension of each sample point
      Returns:
      a N x D matrix of real numbers in the range [0, 1]