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Hi,
I'm using the Delta Moment-Independent Analysis with given data, checking a pair of variables at a time (a dependent one vs an independent one). Given this, and according to Plischke et al. (2013)**, who shows that delta is symmetric ( δ(Y,X) = δ(X,Y) ), I understood I should get same results for two combinations of, lets call them, var_a and var_b. I don't know if I am interpreting it well or not understanding anything, but trying to apply it I get significantly different results: δ(var_a,var_b)=0.313, δ(var_b,var_a)=0.703.
I am using the following function:out=SALib.analyze.delta.analyze(problem,x,y,method='delta',conf_level=0.95,seed=92)
where x and y are both numpy.ndarray.
Do you have any idea why? Thanks for your help!
** Plischke, E., E. Borgonovo, and C. L. Smith (2013). “Global sensitivity measures from given data.” European Journal of Operational Research, 226(3):536-550, doi:10.1016/j.ejor.2012.11.047.