To perform global sensitivity analysis in Matlab, one can use the Sobol Method, which is a variance-based method. Here are the general steps to follow:
Here is an example implementation:
main.m981 chars28 lines
The sensSobol
function can be found in the MATLAB Global Sensitivity Analysis Toolbox (GlobalSA
), which can be downloaded from the MATLAB File Exchange. The ST
output is the total sensitivity index and T
output is the first-order sensitivity indices.
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