This implementaton is from Sarah JURICIC, based on Matlab code from Mickael RABOUILLE. RBD-FAST is known to be a robust sensitivity analysis method for model with large computationnal cost.
Author: S. Tarantola (JRC) Joint Research Centre All rights Reserved
Add: Reordering Y according a random design X (EASI algorithm) from E Plischke. Add: Unbiased estimator from J-Y Tissot & C Prieur. Note: The estimate is less dependant on the M value which can be raised up to 10.
S. Tarantola, D. Gatelli and T. Mara (2006) Random Balance Designs for the Estimation of First Order Global Sensitivity Indices, Reliability Engineering and System Safety, 91:6, 717-727
Elmar Plischke (2010) An effective algorithm for computing global sensitivity indices (EASI) Reliability Engineering & System Safety, 95:4, 354-360. <10.1016/j.ress.2009.11.005>
Jean-Yves Tissot, Clémentine Prieur (2012) Bias correction for the estimation of sensitivity indices based on random balance designs. Reliability Engineering and System Safety, Elsevier, 107, 205-213. <10.1016/j.ress.2012.06.010>
Any contribution is welcomed. If you find any bug, don't hesitate to open an issue or submit a PR with fixes.
To be defined soon