corr

This file is a complete demo of the capability of the corr function from the CODES toolbox.

Documentation
Set rng
Simple example
Pie plot
Error plot

Documentation

The documentation for the corr class can be found here.

Set rng

Set random number generator seed:

rng(0)

Simple example

Compute correlation coefficient using all three kind:

f=@(x)1/8*prod(3*x.^2+1,2);
X=rand(100,3);Y=f(X);
res=CODES.sensitivity.corr(X,Y,'type',{'pearson','spearman','kendall'});
disp(res.pearson.rho)
disp(res.spearman.rho)
disp(res.kendall.tau)

          X_1       X_2       X_3
Y_1  0.447453  0.450872  0.444224
          X_1       X_2       X_3
Y_1  0.496946  0.459574  0.469595
          X_1       X_2       X_3
Y_1  0.349495  0.311111  0.321212

Pie plot

Compute sensitivity indices and plot them (pie):

f=@(x)1/8*prod(3*x.^2+1,2);
X=rand(100,3);Y=f(X);
CODES.sensitivity.corr(X,Y,'pie_plot',true);

Error plot

Compute sensitivity indices and plot them (error) using bootstraped confidence interval:

f=@(x)1/8*prod(3*x.^2+1,2);
X=rand(100,3);Y=f(X);
CODES.sensitivity.corr(X,Y,'err_plot',true,'CI_boot',true);