Computes first-order and total-order Sobol sensitivity indices for
each FPC component.
Usage
fregre.sobol(model, data, y = NULL, n.samples = 500, seed = NULL)
Arguments
- model
A fitted fregre.lm or fregre.logistic model.
- data
An fdata object (the training data).
- y
Response vector (used for lm models).
- n.samples
Number of samples for logistic Sobol (default 500).
- seed
Random seed (used for logistic models).
Value
A list with first_order, total_order, var_y, and component_variance.
Examples
# \donttest{
fd <- fdata(matrix(rnorm(500), nrow = 50), argvals = seq(0, 1, length.out = 10))
y <- rnorm(50)
fit <- fregre.lm(fd, y, ncomp = 3)
result <- fregre.sobol(fit, fd, y)
# }