dgsm

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

Documentation
Set rng
Simple example
Pie plot
Error plot

Documentation

The documentation for the dgsm class can be found here.

Set rng

Set random number generator seed:

rng(0)

Simple example

Compute derivative-based measures using all three kind:

f=@(x)1/8*prod(3*x.^2+1,2);
X=rand(100,3);dY=CODES.common.grad_fd(f,X);
res=CODES.sensitivity.dgsm(dY,'type',{'EE','DGSM1','DGSM2'});
disp(res.EE.mu)
disp(res.DGSM1.mu)
disp(res.DGSM2.mu)

         dX_1    dX_2     dX_3
dY_1  1.37836  1.3614  1.40165
         dX_1    dX_2     dX_3
dY_1  1.37836  1.3614  1.40165
         dX_1   dX_2     dX_3
dY_1  3.40016  3.462  3.38932

Pie plot

Compute sensitivity indices and plot them (pie):

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

Error plot

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

f=@(x)1/8*prod(3*x.^2+1,2);
X=rand(100,3);dY=CODES.common.grad_fd(f,X);
CODES.sensitivity.dgsm(dY,'err_plot',true,'CI_boot',true,'CI',true);