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MaRDI QIDQ5975623CRANFDO

Authors V. Roshan Joseph, Chaofan Huang

Last update 16 February 2024

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

Software version identifier 1.0, 1.1

Description

A model-independent factor importance ranking and selection procedure that is based on total Sobol' indices. Please see Huang and Joseph (2024) <arXiv:2401.00800>. 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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