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Factor Importance Ranking and Selection using Total Indices

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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