sobolnp: Nonparametric Sobol Estimator with Bootstrap Bandwidth

Algorithm to estimate the Sobol indices using a non-parametric fit of the regression curve. The bandwidth is estimated using bootstrap to reduce the finite-sample bias. The package is based on the paper Solís, M. (2018) <arXiv:1803.03333>.

Version: 0.1.0
Imports: np, minqa, pbmcapply
Published: 2019-04-29
Author: Maikol Solís
Maintainer: Maikol Solís <maikol.solis at>
License: MIT + file LICENSE
NeedsCompilation: no
Materials: NEWS
CRAN checks: sobolnp results


Reference manual: sobolnp.pdf
Package source: sobolnp_0.1.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release: sobolnp_0.1.0.tgz, r-oldrel: sobolnp_0.1.0.tgz


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