Print Optimal Transport Sensitivity indices information

Usage

# S3 method for class 'gsaot_indices'
print(x, data = FALSE, ...)

Arguments

x: An object generated by ot_indices, ot_indices_1d, or ot_indices_wb.
data: Logical, indicating whether or not the input and output data should be printed.
...: Further arguments passed to or from other methods.

Examples

N <- 1000

mx <- c(1, 1, 1)
Sigmax <- matrix(data = c(1, 0.5, 0.5, 0.5, 1, 0.5, 0.5, 0.5, 1), nrow = 3)

x1 <- rnorm(N)
x2 <- rnorm(N)
x3 <- rnorm(N)

x <- cbind(x1, x2, x3)
x <- mx + x %*% chol(Sigmax)

A <- matrix(data = c(4, -2, 1, 2, 5, -1), nrow = 2, byrow = TRUE)
y <- t(A %*% t(x))

x <- data.frame(x)

M <- 25

# Calculate sensitivity indices
sensitivity_indices <- ot_indices(x, y, M)
#> Using default values for solver sinkhorn 
print(sensitivity_indices)
#> Method: sinkhorn 
#> 
#> Indices:
#>        X1        X2        X3 
#> 0.5867669 0.6233498 0.2791924 
#> 
#> Upper bound: 92.56641