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Morris method: can the grid jump be adjusted? #249

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mjeanner opened this issue Jun 5, 2019 · 1 comment
Open

Morris method: can the grid jump be adjusted? #249

mjeanner opened this issue Jun 5, 2019 · 1 comment
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@mjeanner
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mjeanner commented Jun 5, 2019

Hi again !

I saw while reading the past issues that the Morris sample method used to have a grid_jump argument, allowing for the manual selection of the step applied for elementary effects calculation.
This argument was removed, and now the grid step value is automatically calculated using a formula recommended by Morris, i.e. n_levels/(2n_levels-2).
Whatever the number of levels, this jump value is always larger than half of the admissible range of the parameters. I would like to take a smaller step value for elementary effects calculations. Is it possible using the SALib package, and would you recommend doing such a thing?

Many thanks for your help !

Martin

@jds485
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jds485 commented Oct 28, 2019

I think choices of delta would be problem-specific, but could be justified by the resulting sampling distribution. Some of my thoughts on the sampling distribution, as of this current implementation:
delta = 0.5 is the only choice that results in a uniform distribution in expectation.
delta < 0.5 chops off the tails of the sampling distribution. In the limit to 0, a dirac delta function would result.
delta > 0.5 cuts out the middle of the distribution. In the limit to 1, a binomial distribution results.

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