I have tracked the error down to the definition of the estimator in sobol_sensitivity.jl
if Ei_estimator === :Homma1996
push!(Eᵢs,
[Varys[i] .- sum(fA .* fAⁱ[k]) ./ (n) + Eys[i] .^ 2 for k in 1:d])
Given I replace Varys[i] and Eys[i] for the estimators as defined in the original paper bootstrapping then computes as expected. Just wanted someones opinon on this before I make a PR. Fix below
if Ei_estimator === :Homma1996
push!(Eᵢs, [sum((fA .- (sum(fA) ./ n)).^2) ./ (n-1) .- sum(fA .* fAⁱ[k]) ./ (n) + (sum(fA) ./ n) .^ 2 for k in 1:d])
When using the Homma1996 estimator to compute Sobol indices and trying to bootstrap the following error occurs.
I have tracked the error down to the definition of the estimator in
sobol_sensitivity.jl
Given I replace
Varys[i]
andEys[i]
for the estimators as defined in the original paper bootstrapping then computes as expected. Just wanted someones opinon on this before I make a PR. Fix below