Public Member Functions | Private Member Functions | Static Private Member Functions | Private Attributes | Static Private Attributes
SensAnalysisGlobal Class Reference

Class for a utility class containing correlation calculations and variance-based decomposition. More...

List of all members.

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

Detailed Description

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.


The documentation for this class was generated from the following files: