:orphan:

Comparison of Sensitivity indices
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^

In this section we compare the sensitivity indices (Sobol, Cramér-von Mises and Chatterjee) available in the package using the 'Ishigami function' and the 'Additive model' to illustrate the differences.

In both the examples, we note that the Cramér-von Mises indices and the Chatterjee indices are almost equal (as the Chatterjee indices converge to the Cramér-von Mises indices in the sample limit).


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    <div class="sphx-glr-thumbnails">


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    <div class="sphx-glr-thumbcontainer" tooltip="The ishigami function is a non-linear, non-monotonic function that is commonly used to  benchma...">

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  .. image:: /auto_examples/sensitivity/comparison/images/thumb/sphx_glr_ishigami_thumb.png
    :alt:

  :ref:`sphx_glr_auto_examples_sensitivity_comparison_ishigami.py`

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      <div class="sphx-glr-thumbnail-title">Ishigami function</div>
    </div>


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    <div class="sphx-glr-thumbcontainer" tooltip="We use an elementary example to intuitively convey the sensitivities according to  different me...">

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  .. image:: /auto_examples/sensitivity/comparison/images/thumb/sphx_glr_additive_thumb.png
    :alt:

  :ref:`sphx_glr_auto_examples_sensitivity_comparison_additive.py`

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      <div class="sphx-glr-thumbnail-title">Additive function</div>
    </div>


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    </div>


.. toctree::
   :hidden:

   /auto_examples/sensitivity/comparison/ishigami
   /auto_examples/sensitivity/comparison/additive


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  .. container:: sphx-glr-footer sphx-glr-footer-gallery

    .. container:: sphx-glr-download sphx-glr-download-python

      :download:`Download all examples in Python source code: comparison_python.zip </auto_examples/sensitivity/comparison/comparison_python.zip>`

    .. container:: sphx-glr-download sphx-glr-download-jupyter

      :download:`Download all examples in Jupyter notebooks: comparison_jupyter.zip </auto_examples/sensitivity/comparison/comparison_jupyter.zip>`


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 .. rst-class:: sphx-glr-signature

    `Gallery generated by Sphinx-Gallery <https://sphinx-gallery.github.io>`_