PCERegressor: compute the Sobol' indices for all the output names and components
PCERegressor.{first_sobol_indices,total_sobol_indices}
returns the Sobol' indices for the first dimension of the whole output space while it shall be done for all the dimensions of all the outputs. PCERegressor.{first_sobol_indices,total_sobol_indices}
shall return dict[str, list[dict[str, float]]]
, similarly to SobolAnalysis
. Tip: pass the output dimension to the OpenTURNS methods getSobolIndex
and getTotalSobolIndex
.
On second though, we should rather return list[dict[str, float]]
for consistency with the return type of PCERegressor.{mean,variance}
and so on.
Edited by Matthias De Lozzo