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Authors Chaofan Huang, V. Roshan Joseph

Last update 1 September 2025

Copyright license GNU General Public License, version 2.0, GNU General Public License, version 3.0

Software version identifier 1.0, 1.1, PACKAGES.rds, 2.0, 2.1

Description

A model-independent factor importance ranking and selection procedure based on total Sobol' indices. Please see Huang and Joseph (2025) <doi:10.1080/00401706.2025.2483531>. This research is supported by U.S. National Science Foundation grants DMS-2310637 and DMREF-1921873.

Cites work

Factor Importance Ranking and Selection Using Total Indices

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