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damar-wicaksono / uqtestfuns

A Python3 library of test functions from the uncertainty quantification community with a common interface for validation and benchmarking purposes.
https://uqtestfuns.readthedocs.io/en/latest/
MIT License
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Add the series of test functions from Genz (1984) #291

Closed damar-wicaksono closed 4 days ago

damar-wicaksono commented 1 year ago

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.

damar-wicaksono commented 4 days ago

This issue has been resolved by a series of PRs (#413, #414, #415, #416, #417).