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Factor Importance Ranking and Selection using Total Indices
v2.1
·
Sep 1, 2025
·
GPL (>= 2)
Description
A model-independent factor importance ranking and selection procedure based on total Sobol' indices. Please see Huang and Joseph (2025) <doi:10.1080/00401706.2025.2483531>. This research is supported by U.S. National Science Foundation grants DMS-2310637 and DMREF-1921873.
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