soblev99 <- function(xx, b, c0=0) { ########################################################################## # # SOBOL' & LEVITAN (1999) FUNCTION # # Authors: Sonja Surjanovic, Simon Fraser University # Derek Bingham, Simon Fraser University # Questions/Comments: Please email Derek Bingham at dbingham@stat.sfu.ca. # # Copyright 2013. Derek Bingham, Simon Fraser University. # # THERE IS NO WARRANTY, EXPRESS OR IMPLIED. WE DO NOT ASSUME ANY LIABILITY # FOR THE USE OF THIS SOFTWARE. If software is modified to produce # derivative works, such modified software should be clearly marked. # Additionally, this program is free software; you can redistribute it # and/or modify it under the terms of the GNU General Public License as # published by the Free Software Foundation; version 2.0 of the License. # Accordingly, this program is distributed in the hope that it will be # useful, but WITHOUT ANY WARRANTY; without even the implied warranty # of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU # General Public License for more details. # # For function details and reference information, see: # http://www.sfu.ca/~ssurjano/ # ########################################################################## # # INPUTS: # # xx = c(x1, x2, ..., xd) # b = d-dimensional vector (optional), with default value # c(2, 1.95, 1.9, 1.85, 1.8, 1.75, 1.7, 1.65, 0.4228, 0.3077, 0.2169, # 0.1471, 0.0951, 0.0577, 0.0323, 0.0161, 0.0068, 0.0021, 0.0004, 0) # (when d<=20) # c0 = constant term (optional), with default value 0 # ########################################################################## d <- length(xx) if (missing(b)) { if (d <= 20){ b <- c(2, 1.95, 1.9, 1.85, 1.8, 1.75, 1.7, 1.65, 0.4228, 0.3077, 0.2169, 0.1471, 0.0951, 0.0577, 0.0323, 0.0161, 0.0068, 0.0021, 0.0004, 0) } else { stop('Value of the d-dimensional vector b is required.') } } Id <- 1 for (ii in 1:d) { bi <- b[ii] new <- (exp(bi)-1) / bi Id <- Id * new } sum <- 0 for (ii in 1:d) { bi <- b[ii] xi <- xx[ii] sum <- sum + bi*xi } y <- exp(sum) - Id + c0 return(y) }