11.2.20. rheia.UQ.pce.PCE.calc_sobol

PCE.calc_sobol()

This method calculates the Sobol’ indices Si of PCE. They represent the fraction of the total variance that can be attributed to each input variable i (Si) or combinations of variables (i1,i2,…,is). The total Sobol indices quantify the total effect of variable i, i.e. including the first order effect and the interactions with the other variables.