帮我写一段sobol灵敏度分析的matlab代码
时间: 2023-08-10 07:02:41 浏览: 177
当然可以,以下是Sobol灵敏度分析的MATLAB代码:
```matlab
function [S, ST, S1] = sobol_analysis(model, lb, ub, n, m)
% Sobol灵敏度分析函数
% 输入:
% model:模型函数句柄
% lb:参数下限
% ub:参数上限
% n:采样点数
% m:阶数
% 输出:
% S:总方差贡献率
% ST:总方差
% S1:一阶方差贡献率
d = length(lb); % 参数维度
X = sobol_points(n, d); % 生成Sobol序列
Y = zeros(n, 1);
for ii = 1:n
Xii = lb + (ub - lb) .* X(ii, :);
Y(ii) = model(Xii);
end
S = zeros(d, m+1);
ST = var(Y); % 总方差
for k = 1:m
S1 = zeros(d, k+1);
for j = 1:k
W = sobol_weights(k, j, d);
Y1 = zeros(n, 2^k);
for ii = 1:2^k
Xii = lb + (ub - lb) .* sobol_points(n, d);
Xii(:, j) = repmat(X(ii, j), n, 1); % 锁定第j维
Y1(:, ii) = model(Xii);
end
S1(:, j) = sum(W .* Y1(:,:), 2);
end
S(:, k+1) = (2^(k-1)/n) * sum(S1, 2);
end
S1 = zeros(d, 1);
for j = 1:d
W = sobol_weights(1, j, d);
Y1 = zeros(n, 2);
for ii = 1:2
Xii = lb + (ub - lb) .* sobol_points(n, d);
Xii(:, j) = repmat(X(ii, j), n, 1);
Y1(:, ii) = model(Xii);
end
S1(j) = sum(W .* Y1(:,:), 2);
end
S(:, 1) = ST - sum(S, 2);
S1 = S1 ./ ST;
S = S ./ ST;
end
% Sobol序列
function X = sobol_points(n, d)
X = sobolset(d, 'Skip', 0);
X = net(X, n);
end
% Sobol权重
function W = sobol_weights(k, j, d)
W = zeros(2^k, d);
for ii = 1:2^k
b = dec2bin(ii-1, k);
b = padarray(b, [0, d-k], 'pre');
W(ii, :) = 2 * (b(j,:) == '1') - 1;
end
end
```
这里使用了Sobol序列和Sobol权重的方法进行灵敏度分析,更多细节可以参考相关文献或者MATLAB帮助文档。
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