:orphan: 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. .. raw:: html
.. raw:: html
.. only:: html .. image:: /auto_examples/sensitivity/chatterjee/images/thumb/sphx_glr_chatterjee_exponential_thumb.png :alt: :ref:`sphx_glr_auto_examples_sensitivity_chatterjee_chatterjee_exponential.py` .. raw:: html
Exponential function
.. raw:: html
.. only:: html .. image:: /auto_examples/sensitivity/chatterjee/images/thumb/sphx_glr_chatterjee_ishigami_thumb.png :alt: :ref:`sphx_glr_auto_examples_sensitivity_chatterjee_chatterjee_ishigami.py` .. raw:: html
Ishigami function
.. raw:: html
.. only:: html .. image:: /auto_examples/sensitivity/chatterjee/images/thumb/sphx_glr_chatterjee_sobol_func_thumb.png :alt: :ref:`sphx_glr_auto_examples_sensitivity_chatterjee_chatterjee_sobol_func.py` .. raw:: html
Sobol function
.. raw:: html
.. toctree:: :hidden: /auto_examples/sensitivity/chatterjee/chatterjee_exponential /auto_examples/sensitivity/chatterjee/chatterjee_ishigami /auto_examples/sensitivity/chatterjee/chatterjee_sobol_func .. only:: html .. container:: sphx-glr-footer sphx-glr-footer-gallery .. container:: sphx-glr-download sphx-glr-download-python :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 ` .. only:: html .. rst-class:: sphx-glr-signature `Gallery generated by Sphinx-Gallery `_