8000 total_sensitivity_index in Sobol_G.py · Issue #461 · SALib/SALib · GitHub
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total_sensitivity_index in Sobol_G.py #461

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jyangfsu opened this issue Aug 14, 2021 · 3 comments
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total_sensitivity_index in Sobol_G.py #461

jyangfsu opened this issue Aug 14, 2021 · 3 comments
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jyangfsu commented Aug 14, 2021 •
edited by ConnectedSystems
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The total_sensitivity_index in Sobol_G is likely not correct.

sum_pv = pv.sum(axis=0)
# should be 
product_pv = np.product(1 + pv, axis=0)

return np.subtract(1, np.divide(np.subtract(sum_pv, pv.T), tv)) 
# should be 
return np.divide(pv * np.divide(product_pv, 1 + pv.T),  tv)
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@jyangfsu Thanks for raising this issue.

@jdherman I've checked the paper and the suggested change seems to match. The implementation in gsa_module also seems to line up with the suggested change as well

I am running some comparisons now to confirm.

pinging @QianWanghhu as this is likely related to #335

@ConnectedSystems ConnectedSystems self-assigned this Aug 22, 2021
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Confirmed that the new results line up with the analytic values provided by @QianWanghhu, will submit a PR

Original Suggested in #461 Results provided in Issue #335
0.789828 0.787144 0.787144
0.252684 0.242198 0.242198
0.097311 0.034317 0.034317
0.080798 0.010460 0.010460
0.073707 0.000105 0.000105
0.073707 0.000105 0.000105
0.073707 0.000105 0.000105
0.073707 0.000105 0.000105

ConnectedSystems added a commit to ConnectedSystems/SALib that referenced this issue Aug 22, 2021
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Incorporate suggested change from SALib#461
d5f7b02
@ConnectedSystems ConnectedSystems mentioned this issue Aug 22, 2021
Merged
ConnectedSystems added a commit that referenced this issue Aug 22, 2021
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Merge pull request #464 from ConnectedSystems/address-335-461
f978be6 
Update Sobol G-function analytic method (addresses #335 #461)
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Closed by #464

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