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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.
1. **Ishigami function**
In addition to the Pick and Freeze scheme, the Sobol indices can be estimated using the rank statistics approach :cite:`gamboa2020global`. We demonstrate this estimation of the Sobol indices using the Ishigami function.
2. **Exponential function**
For the Exponential model, analytical Cramér-von Mises indices are available :cite:`CVM` and since they are equivalent to the Chatterjee indices in the sample limit, they are shown here.
3. **Sobol function**
This example was considered in :cite:`gamboa2020global` (page 18) to compare the Pick and Freeze scheme with the rank statistics approach for estimating the Sobol indices.
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.. image:: /auto_examples/sensitivity/chatterjee/images/thumb/sphx_glr_chatterjee_exponential_thumb.png
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:ref:`sphx_glr_auto_examples_sensitivity_chatterjee_chatterjee_exponential.py`
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Exponential function
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.. image:: /auto_examples/sensitivity/chatterjee/images/thumb/sphx_glr_chatterjee_ishigami_thumb.png
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:ref:`sphx_glr_auto_examples_sensitivity_chatterjee_chatterjee_ishigami.py`
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Ishigami function
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.. image:: /auto_examples/sensitivity/chatterjee/images/thumb/sphx_glr_chatterjee_sobol_func_thumb.png
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:ref:`sphx_glr_auto_examples_sensitivity_chatterjee_chatterjee_sobol_func.py`
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Sobol function
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.. toctree::
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/auto_examples/sensitivity/chatterjee/chatterjee_exponential
/auto_examples/sensitivity/chatterjee/chatterjee_ishigami
/auto_examples/sensitivity/chatterjee/chatterjee_sobol_func
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.. container:: sphx-glr-footer sphx-glr-footer-gallery
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:download:`Download all examples in Python source code: chatterjee_python.zip `
.. container:: sphx-glr-download sphx-glr-download-jupyter
:download:`Download all examples in Jupyter notebooks: chatterjee_jupyter.zip `
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`Gallery generated by Sphinx-Gallery `_