efast
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efast [2019/11/18 13:34] 127.0.0.1 external edit |
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| ====== EFAST ====== | ====== EFAST ====== | ||
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| + | Is based on the Fourier amplitude sensitivity test (FAST) and allows the computation of the total contribution of each input factor to the output’s variance. The term “total” here means that the factor’s main effect, as well | ||
| + | as all the interaction terms involving that factor, are included. Although computationally different, | ||
| + | the very same measure of sensitivity is offered by the indices of Sobol’. The main advantages of the extended FAST are its robustness, especially at low sample size, and its computational efficiency. | ||
| ===== Reference ===== | ===== Reference ===== | ||
efast.1574080453.txt.gz · Last modified: 2019/11/18 13:34 by 127.0.0.1
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