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SciML / SciMLSensitivity.jl

A component of the DiffEq ecosystem for enabling sensitivity analysis for scientific machine learning (SciML). Optimize-then-discretize, discretize-then-optimize, adjoint methods, and more for ODEs, SDEs, DDEs, DAEs, etc.
https://docs.sciml.ai/SciMLSensitivity/stable/
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Partial Rank Correlation Coefficient via Monte Carlo and Latin Hypercube #15

Closed ChrisRackauckas closed 4 years ago

ChrisRackauckas commented 6 years ago

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3730677/pdf/rsif20121018.pdf

I think the nicest thing to do would be to return a GLM regression model along with the PRCC coefficients.

ChrisRackauckas commented 6 years ago

We should make sure the SRC, SRRC, and PCC coefficients are there as well.

https://hal.archives-ouvertes.fr/hal-00975701/document

ChrisRackauckas commented 4 years ago

Fixed by https://github.com/JuliaDiffEq/DiffEqSensitivity.jl/pull/187