Struct SobolG 

pub struct SobolG { /* private fields */ }

Sobol’s g function, y = Πᵢ gᵢ(xᵢ) with gᵢ = (|4xᵢ − 2| + aᵢ)/(1 + aᵢ), each xᵢ uniform on [0, 1].

Each gᵢ has mean 1 and variance Vᵢ = 1/(3 (1 + aᵢ)²), so (A. Saltelli and others, 2010, the module super::sobol’s reference, Appendix A, p. 268, eqs. (31) and (32))

• V = Πᵢ (1 + Vᵢ) − 1, computed as exp(Σᵢ ln(1 + Vᵢ)) − 1 with ln_1p and exp_m1, so that a large aᵢ (a tiny Vᵢ) isn’t lost in the 1 +,
• Sᵢ = Vᵢ/V, and
• S_Tᵢ = Vᵢ Πⱼ≠ᵢ (1 + Vⱼ) / V.

Implementations

impl SobolG

pub const MAX_A: f64 = 1e100

The largest aᵢ: 3 (1 + aᵢ)² overflows past about 7.7e153, and at 1e100 a factor’s share is already 1e-200 of the next one’s.

pub fn new(a: Vec<f64>) -> Result<Self, AnalysisError>

The function with one factor for each of a.

Errors

• AnalysisError::TooFew for an empty a.
• AnalysisError::Domain for an aᵢ that isn’t between 0 and SobolG::MAX_A.

pub fn a(&self) -> &[f64]

The aᵢ.

pub fn factors(&self) -> Result<Vec<Factor>, AnalysisError>

Its factors, x1 to xk, each on [0, 1].

Errors

None in practice; Factor::new’s, as the type requires.

pub fn evaluate(&self, x: &[f64]) -> f64

y at x; NaN for a slice whose length isn’t the number of factors.

pub fn mean(&self) -> f64

Its mean, 1.

pub fn variance(&self) -> f64

Its variance, V = Πᵢ (1 + Vᵢ) − 1.

pub fn first_order(&self) -> Vec<f64>

The first-order indices, Sᵢ = Vᵢ/V.

pub fn total(&self) -> Vec<f64>

The total indices, S_Tᵢ = Vᵢ Πⱼ≠ᵢ (1 + Vⱼ) / V.

Trait Implementations

impl Clone for SobolG

fn clone(&self) -> SobolG

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for SobolG

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for SobolG

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl PartialEq for SobolG

fn eq(&self, other: &SobolG) -> bool

Tests for self and other values to be equal, and is used by ==.

fn ne(&self, other: &Rhs) -> bool

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl Serialize for SobolG

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl StructuralPartialEq for SobolG