Class for a utility class containing correlation calculations and variance-based decomposition. More...
Public Member Functions | |
SensAnalysisGlobal () | |
constructor | |
~SensAnalysisGlobal () | |
destructor | |
void | compute_correlations (const VariablesArray &vars_samples, const ResponseArray &resp_samples) |
computes four correlation matrices for input and output data simple, partial, simple rank, and partial rank | |
void | compute_correlations (const RealMatrix &vars_samples, const ResponseArray &resp_samples) |
computes four correlation matrices for input and output data simple, partial, simple rank, and partial rank | |
bool | correlations_computed () const |
returns corrComputed to indicate whether compute_correlations() has been invoked | |
void | print_correlations (std::ostream &s, StringMultiArrayConstView cv_labels, StringMultiArrayConstView div_labels, StringMultiArrayConstView drv_labels, const StringArray &resp_labels) const |
prints the correlations computed in compute_correlations() | |
Private Member Functions | |
void | simple_corr (RealMatrix &total_data, bool rank_on, const int &num_in) |
computes simple correlations | |
void | partial_corr (RealMatrix &total_data, bool rank_on, const int &num_in) |
computes partial correlations | |
Static Private Member Functions | |
static bool | rank_sort (const int &x, const int &y) |
sort algorithm to compute ranks for rank correlations | |
Private Attributes | |
RealMatrix | simpleCorr |
matrix to hold simple raw correlations | |
RealMatrix | simpleRankCorr |
matrix to hold simple rank correlations | |
RealMatrix | partialCorr |
matrix to hold partial raw correlations | |
RealMatrix | partialRankCorr |
matrix to hold partial rank correlations | |
size_t | numFns |
number of responses | |
size_t | numVars |
number of inputs | |
bool | numericalIssuesRaw |
flag indicating numerical issues in partial raw correlation calculations | |
bool | numericalIssuesRank |
flag indicating numerical issues in partial rank correlation calculations | |
bool | corrComputed |
flag indictaing whether correlations have been computed | |
Static Private Attributes | |
static RealArray | rawData = RealArray() |
array to hold temporary data before sort |
Class for a utility class containing correlation calculations and variance-based decomposition.
This class provides code for several of the sampling methods both in the NonD branch and in the PStudyDACE branch. Currently, the utility functions provide global sensitivity analysis through correlation calculations (e.g. simple, partial, rank, raw) as well as variance-based decomposition.