Chatterjee indices
These examples serve as a guide for using the Chatterjee sensitivity module. They have been taken from various papers to enable validation of the implementation and have been referenced accordingly.
Ishigami function
In addition to the Pick and Freeze scheme, the Sobol indices can be estimated using the rank statistics approach [48]. We demonstrate this estimation of the Sobol indices using the Ishigami function.
Exponential function
For the Exponential model, analytical Cramér-von Mises indices are available [49] and since they are equivalent to the Chatterjee indices in the sample limit, they are shown here.
Sobol function
This example was considered in [48] (page 18) to compare the Pick and Freeze scheme with the rank statistics approach for estimating the Sobol indices.
