chaospy.Sens_m2

chaospy.Sens_m2(poly, dist, **kws)

Variance-based decomposition/Sobol’ indices.

Second order sensitivity indices.

Args:

poly (numpoly.ndpoly):

Polynomial to find second order Sobol indices on.

dist (Distribution):

The distributions of the input used in poly.

Returns:

(numpy.ndarray):

First order sensitivity indices for each parameters in poly, with shape (len(dist), len(dist)) + poly.shape.

Examples:

>>> q0, q1 = chaospy.variable(2)
>>> poly = chaospy.polynomial([1, q0*q1, q0**3*q1, q0*q1**3])
>>> dist = chaospy.Iid(chaospy.Uniform(0, 1), 2)
>>> chaospy.Sens_m2(poly, dist).round(4)
array([[[0.    , 0.    , 0.    , 0.    ],
        [0.    , 0.1429, 0.2093, 0.2093]],

       [[0.    , 0.1429, 0.2093, 0.2093],
        [0.    , 0.    , 0.    , 0.    ]]])