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Wrong second-order effects for lognormal inputs #43

@gnopik

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@gnopik

Python package (and dashboard) returns wildly negative second-order effects for independent inputs, if one of them is lognormal and another uniform (I haven't tested other combinations). In the Matlab package, the second-order is adequate.

Source: The difference is that in MATLAB we have a custom binning function, while in Python we use a ready-made one from some library.

Solution: So I guess there is no better solution than adopt the Matlab binning algorithm to Python as well.

Example.

Image

(Matlab for the same problem with lognormal interest_rate returns a meaningful SOE=0.01)

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