The paper by Genz (1984)[^1] contains a series of test functions used in numerical integration exercises. Some of the functions were often revisited in the context of sensitivity analysis (see, for instance, Zhang and Pandey (2014) [^2]).
Implement and include the functions in UQTestFuns:
[ ] Oscillatory
[ ] Product Peak
[ ] Corner Peak
[ ] Gaussian
[ ] Continuous
[ ] Discontinuous
[^1]: A. Genz, “Testing Multidimensional Integration Routines,” in Proc. of International Conference on Tools, Methods and Languages for Scientific and Engineering Computation, USA: Elsevier North-Holland, Inc., 1984, pp. 81–94.
[^2]: X. Zhang and M. D. Pandey, “An effective approximation for variance-based global sensitivity analysis,” Reliability Engineering & System Safety, vol. 121, pp. 164–174, Jan. 2014, doi: 10.1016/j.ress.2013.07.010.
The paper by Genz (1984)[^1] contains a series of test functions used in numerical integration exercises. Some of the functions were often revisited in the context of sensitivity analysis (see, for instance, Zhang and Pandey (2014) [^2]).
Implement and include the functions in UQTestFuns:
[^1]: A. Genz, “Testing Multidimensional Integration Routines,” in Proc. of International Conference on Tools, Methods and Languages for Scientific and Engineering Computation, USA: Elsevier North-Holland, Inc., 1984, pp. 81–94. [^2]: X. Zhang and M. D. Pandey, “An effective approximation for variance-based global sensitivity analysis,” Reliability Engineering & System Safety, vol. 121, pp. 164–174, Jan. 2014, doi: 10.1016/j.ress.2013.07.010.