Merge pull request #378 from damar-wicaksono/dev-354

Add Saltelli Linear function for sensitivity analysis
damar-wicaksono · Nov 11, 2024 · 25f61f7 · 25f61f7
2 parents 72b8be7 + 301e4a2
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diff --git a/CHANGELOG.md b/CHANGELOG.md
@@ -9,8 +9,10 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 
 ### Added
 
+- The M-dimensional linear function from Saltelli et al. (2008) for sensitivity
+  analysis.
 - The two-dimensional non-polynomial test function for metamodeling from
-
+  Lim et al. (2002).
 - The two-dimensional polynomial test function for metamodeling from 
   Lim et al. (2002).
 - The three-dimensional sensitivity test function from Moon (2010).

diff --git a/docs/_toc.yml b/docs/_toc.yml
@@ -119,6 +119,8 @@ parts:
             title: RS - Circular Bar
           - file: test-functions/rs-quadratic
             title: RS - Quadratic
+          - file: test-functions/saltelli-linear
+            title: Saltelli Linear
           - file: test-functions/sobol-g
             title: Sobol'-G
           - file: test-functions/speed-reducer-shaft

diff --git a/docs/fundamentals/sensitivity.md b/docs/fundamentals/sensitivity.md
@@ -17,25 +17,26 @@ kernelspec:
 The table below listed the available test functions typically used
 in the comparison of sensitivity analysis methods.
 
-|                             Name                             | Input Dimension |     Constructor      |
-|:------------------------------------------------------------:|:---------------:|:--------------------:|
-|          {ref}`Borehole <test-functions:borehole>`           |        8        |     `Borehole()`     |
-| {ref}`Bratley et al. (1992) A <test-functions:bratley1992a>` |        M        |   `Bratley1992a()`   |
-| {ref}`Bratley et al. (1992) B <test-functions:bratley1992b>` |        M        |   `Bratley1992b()`   |
-| {ref}`Bratley et al. (1992) C <test-functions:bratley1992c>` |        M        |   `Bratley1992c()`   |
-| {ref}`Bratley et al. (1992) D <test-functions:bratley1992d>` |        M        |   `Bratley1992d()`   |
-| {ref}`Damped Oscillator <test-functions:damped-oscillator>`  |        7        | `DampedOscillator()` |
-|             {ref}`Flood <test-functions:flood>`              |        8        |      `Flood()`       |
-|      {ref}`Friedman (6D) <test-functions:friedman-6d>`       |        6        |    `Friedman6D()`    |
-|          {ref}`Ishigami <test-functions:ishigami>`           |        3        |     `Ishigami()`     |
-|        {ref}`Moon (2010) 3D <test-functions:moon3d>`         |        3        |      `Moon3D()`      |
-|       {ref}`OTL Circuit <test-functions:otl-circuit>`        |     6 / 20      |    `OTLCircuit()`    |
-|       {ref}`Piston Simulation <test-functions:piston>`       |     7 / 20      |      `Piston()`      |
-| {ref}`Simple Portfolio Model <test-functions:portfolio-3d>`  |        3        |   `Portfolio3D()`    |
-|           {ref}`Sobol'-G <test-functions:sobol-g>`           |        M        |      `SobolG()`      |
-|            {ref}`Sulfur <test-functions:sulfur>`             |        9        |      `Sulfur()`      |
-|    {ref}`Welch et al. (1992) <test-functions:welch1992>`     |       20        |    `Welch1992()`     |
-|       {ref}`Wing Weight <test-functions:wing-weight>`        |       10        |    `WingWeight()`    |
+|                                     Name                                      | Input Dimension |     Constructor      |
+|:-----------------------------------------------------------------------------:|:---------------:|:--------------------:|
+|                   {ref}`Borehole <test-functions:borehole>`                   |        8        |     `Borehole()`     |
+|         {ref}`Bratley et al. (1992) A <test-functions:bratley1992a>`          |        M        |   `Bratley1992a()`   |
+|         {ref}`Bratley et al. (1992) B <test-functions:bratley1992b>`          |        M        |   `Bratley1992b()`   |
+|         {ref}`Bratley et al. (1992) C <test-functions:bratley1992c>`          |        M        |   `Bratley1992c()`   |
+|         {ref}`Bratley et al. (1992) D <test-functions:bratley1992d>`          |        M        |   `Bratley1992d()`   |
+|          {ref}`Damped Oscillator <test-functions:damped-oscillator>`          |        7        | `DampedOscillator()` |
+|                      {ref}`Flood <test-functions:flood>`                      |        8        |      `Flood()`       |
+|               {ref}`Friedman (6D) <test-functions:friedman-6d>`               |        6        |    `Friedman6D()`    |
+|                   {ref}`Ishigami <test-functions:ishigami>`                   |        3        |     `Ishigami()`     |
+|                 {ref}`Moon (2010) 3D <test-functions:moon3d>`                 |        3        |      `Moon3D()`      |
+|                {ref}`OTL Circuit <test-functions:otl-circuit>`                |     6 / 20      |    `OTLCircuit()`    |
+|               {ref}`Piston Simulation <test-functions:piston>`                |     7 / 20      |      `Piston()`      |
+|          {ref}`Simple Portfolio Model <test-functions:portfolio-3d>`          |        3        |   `Portfolio3D()`    |
+|            {ref}`SaltelliLinear <test-functions:saltelli-linear>`             |        M        |  `SaltelliLinear()`  |
+|                   {ref}`Sobol'-G <test-functions:sobol-g>`                    |        M        |      `SobolG()`      |
+|                     {ref}`Sulfur <test-functions:sulfur>`                     |        9        |      `Sulfur()`      |
+|             {ref}`Welch et al. (1992) <test-functions:welch1992>`             |       20        |    `Welch1992()`     |
+|                {ref}`Wing Weight <test-functions:wing-weight>`                |       10        |    `WingWeight()`    |
 
 In a Python terminal, you can list all the available functions relevant
 for metamodeling applications using ``list_functions()`` and filter the results

diff --git a/docs/references.bib b/docs/references.bib
@@ -823,4 +823,14 @@ @Article{Lim2002
   doi     = {10.2307/3315868},
 }
 
+@Book{Saltelli2008,
+  editor    = {Andrea Saltelli and Karen Chan and Evelyn Marian Scott},
+  publisher = {John Wiley & Sons},
+  title     = {Sensitivity analysis},
+  year      = {2008},
+  address   = {Hoboken, NJ},
+  isbn      = {9780470743829},
+  series    = {Wiley Series in Probability and Statistics},
+}
+
 @Comment{jabref-meta: databaseType:bibtex;}
diff --git a/docs/test-functions/available.md b/docs/test-functions/available.md
@@ -64,6 +64,7 @@ regardless of their typical applications.
 |             {ref}`Simple Portfolio Model <test-functions:portfolio-3d>`             |        3        |         `Portfolio3D()`         |
 |              {ref}`RS - Circular Bar <test-functions:rs-circular-bar>`              |        2        |        `RSCircularBar()`        |
 |                 {ref}`RS - Quadratic <test-functions:rs-quadratic>`                 |        2        |         `RSQuadratic()`         |
+|               {ref}`SaltelliLinear <test-functions:saltelli-linear>`                |        M        |       `SaltelliLinear()`        |
 |                      {ref}`Sobol'-G <test-functions:sobol-g>`                       |        M        |           `SobolG()`            |
 |           {ref}`Speed Reducer Shaft <test-functions:speed-reducer-shaft>`           |        5        |      `SpeedReducerShaft()`      |
 |                        {ref}`Sulfur <test-functions:sulfur>`                        |        9        |           `Sulfur()`            |

diff --git a/docs/test-functions/ishigami.md b/docs/test-functions/ishigami.md
@@ -133,7 +133,7 @@ analytical values.
 :tags: [hide-input]
 
 # --- Compute the mean and variance estimate
-np.random.seed(42)
+my_testfun.prob_input.reset_rng(42)
 sample_sizes = np.array([1e1, 1e2, 1e3, 1e4, 1e5, 1e6, 1e7], dtype=int)
 mean_estimates = np.empty(len(sample_sizes))
 var_estimates = np.empty(len(sample_sizes))
@@ -160,7 +160,7 @@ ax_1.errorbar(
     label="Mean"
 )
 # Plot the analytical mean
-a = my_testfun.parameters[0]
+a = my_testfun.parameters["a"]
 mean_analytical = a / 2.0
 ax_1.plot(
     sample_sizes,
@@ -185,7 +185,7 @@ ax_2.errorbar(
     label="Variance",
 )
 # Plot the analytical variance
-b = my_testfun.parameters[1]
+b = my_testfun.parameters["b"]
 var_analytical = a**2 / 8 + b * np.pi**4 / 5 + b**2 * np.pi**8 / 18 + 0.5
 ax_2.plot(
     sample_sizes,