Anisotropic coefficients are a good estimate for Global/Sequence/Fourier grids, but Local Polynomial and Wavelet grids do not have a good estimate.
- the Sobol indexes can be estimated using Monte Carlo method easily, but it requires user code
- look into analytic estimates of the indexes
- if not analytic, then add the Monte Carlo method as an addon
Anisotropic coefficients are a good estimate for Global/Sequence/Fourier grids, but Local Polynomial and Wavelet grids do not have a good estimate.