New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

Confidence intervals of Sobol's method are wrong #181

Open

devmotion opened this issue Dec 3, 2024 · 0 comments

Labels

bug

Member

devmotion commented Dec 3, 2024

The confidence level conf_level of the Sobol method only shows up in

GlobalSensitivity.jl/src/sobol_sensitivity.jl

Lines 299 to 300 in 1816f68

    
           alpha = (1 - method.conf_level) 
        
           std(x, mean = mean) / sqrt(length(x))

- but since alpha is not used in the further calculations, the returned confidence intervals are not affected by the conf_level setting.

The text was updated successfully, but these errors were encountered:

devmotion added the bug label

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment