/usr/include/openturns/SensitivityAnalysis.hxx is in libopenturns-dev 0.15-2.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
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/**
* @file SensitivityAnalysis.hxx
* @brief SensitivityAnalysis implements the sensitivity analysis methods based on Sobol coefficients
*
* (C) Copyright 2005-2011 EDF
*
* Permission to copy, use, modify, sell and distribute this software
* is granted provided this copyright notice appears in all copies.
* This software is provided "as is" without express or implied
* warranty, and with no claim as to its suitability for any purpose.
*
*
* @author $LastChangedBy: $
* @date $LastChangedDate: $
*/
#ifndef OPENTURNS_SENSITIVITYANALYSIS_HXX
#define OPENTURNS_SENSITIVITYANALYSIS_HXX
#include "OTprivate.hxx"
#include "NumericalSample.hxx"
#include "NumericalMathFunction.hxx"
#include "NumericalPoint.hxx"
#include "Description.hxx"
#include "NumericalPointWithDescription.hxx"
#include "Graph.hxx"
namespace OpenTURNS
{
namespace Base
{
namespace Stat
{
/**
* @class SensitivityAnalysis
*
*/
class SensitivityAnalysis
{
public:
typedef Func::NumericalMathFunction NumericalMathFunction;
typedef Type::NumericalPoint NumericalPoint;
typedef Type::Description Description;
typedef Type::NumericalPointWithDescription NumericalPointWithDescription;
typedef Type::SymmetricMatrix SymmetricMatrix;
typedef Type::SymmetricTensor SymmetricTensor;
typedef Graph::Graph Graph;
/** The model is evaluated by blocks to allow for parallelization */
static const UnsignedLong DefaultBlockSize;
/** Constructor with input samples and model */
SensitivityAnalysis(const NumericalSample & inputSample1,
const NumericalSample & inputSample2,
const NumericalMathFunction & model);
/** First order indices accessor */
NumericalPoint getFirstOrderIndices(const UnsignedLong marginalIndex = 0) const;
/** Second order indices accessor */
SymmetricMatrix getSecondOrderIndices(const UnsignedLong marginalIndex = 0) const;
/** Total order indices accessor */
NumericalPoint getTotalOrderIndices(UnsignedLong marginalIndex = 0) const;
/** Block size accessor */
void setBlockSize(const UnsignedLong blockSize);
UnsignedLong getBlockSize() const;
/** ImportanceFactors graph */
static Graph DrawImportanceFactors(const NumericalPointWithDescription & importanceFactors,
const String & title = "Importance Factors");
/** ImportanceFactors graph */
static Graph DrawImportanceFactors(const NumericalPoint & values,
const Description & names,
const String & title = "Importance Factors");
private:
/** Compute all the Sobol indices */
void computeSobolIndices(const UnsignedLong order) const;
/** Two independently generated samples */
NumericalSample inputSample1_;
NumericalSample inputSample2_;
/** The model */
NumericalMathFunction model_;
/** First order indices */
mutable NumericalSample firstOrderIndice_;
/** Total order indices */
mutable NumericalSample totalOrderIndice_;
/** Second order indices */
mutable SymmetricTensor secondOrderIndice_;
/** Size of blocks */
UnsignedLong blockSize_;
/** Store the maximum order already computed */
mutable UnsignedLong alreadyComputedOrder_;
}; /* class SensitivityAnalysis */
} /* namespace Stat */
} /* namespace Base */
} /* namespace OpenTURNS */
#endif /* OPENTURNS_SENSITIVITYANALYSIS_HXX */
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