# The Sobol's sensitivity analysis using Monte Carlo sampling
This code gives a demonstration of the Sobol's sensitivity analysis method using Monte Carlo sampling.
1. The sampling method is Sobol sequence in MATLAB.
2. The test function is gmath function
For the detail description, please refer to the following references.
Reference:
[1] Sobol, I. M. "Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates." Mathematics and computers in simulation 55(1), 2001: 271-280.
[2] I.M. Sobol, S. Tarantola, D. Gatelli, S.S. Kucherenko, W. Mauntz, Estimating the approximation error when fixing unessential factors in global sensitivity analysis, Reliability Engineering & System Safety,92(7) 2007: 957-960.
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