Cramér-von Mises Sensitivity indices

These examples serve as a guide for using the Cramér-von Mises sensitivity module. They have been taken from various papers to enable validation of the implementation and have been referenced accordingly.

1. Exponential function

   For the Exponential model, analytical Cramér-von Mises indices are available [49].

2. Sobol function

   The Cramér-von Mises indices are computed using the Pick and Freeze approach [49]. These model evaluations can be used to estimate the Sobol indices as well. We demonstrate this using the Sobol function.

Sobol function

Sobol function

Exponential function

Exponential function