I have a question about PCE based Sobol indices:
During calculation of PCE, I set my maximum interactions to be 2. I mean:
MetaOpts.TruncOptions.MaxInteraction = 2;
Does it mean that the maximum order of Sobol indices that I can calculate using this PCE is 2 as well?
I say this because when I calculate 3rd order Sobol indices they are all zero. So I think I cannot find third-order Sobol indices with a PCE that has 2nd order interaction.
In fact, with 2nd order PCE, I can only calculate first, second, and total order indices, and here total order Sobol index is just summation of first and second-order indices as it is the maximum order we can calculate.
Is this correct?
Any help is appreciated.