Hello,
I wanted to calculate sample based kucherenko indices. Sample size = 36000. I recognised that the total effect is always 1 if the sample consists of more than 11 input variables. I recognised that this is due to the following line in the matlab-code of the file “uq_Kucherenko_samplebased_index.m”:
- code: binopts.nBins = floor(nthroot(nbin,numel(VariableSettot)));
This line results in nBins = 1 if the number of input variables is high.
Is this an error in the code? How can I solve this problem?
I would appreciate any help!
Thank you and kind regards!