Sobol's 1993 paper[^Sobol1993] includes three polynomial test functions with analytical moments and sensitivity indices (as well as interesting limits in high dimension). Add them to the code base.
[ ] Sobol1993a: ill-behave in high dimension
[ ] Sobol1993b: ill-behave in high dimension
[ ] Sobol1993c: well-behave in high dimension
[^Sobol1993]: I. M. Sobol’, “Sensitivity Estimates for Nonlinear Mathematical Models,” Mathematical Modelling and Computational Experiments, vol. 1, no. 4, pp. 407–414, 1993.
Sobol's 1993 paper[^Sobol1993] includes three polynomial test functions with analytical moments and sensitivity indices (as well as interesting limits in high dimension). Add them to the code base.
Sobol1993a: ill-behave in high dimensionSobol1993b: ill-behave in high dimensionSobol1993c: well-behave in high dimension[^Sobol1993]: I. M. Sobol’, “Sensitivity Estimates for Nonlinear Mathematical Models,” Mathematical Modelling and Computational Experiments, vol. 1, no. 4, pp. 407–414, 1993.