Non-parametric variable significance test based on the empirical process
Perturbed-Law based sensitivity Indices (PLI) for quantile
Squared coefficients computation in generalized chaos
Perturbed-Law based sensitivity Indices (PLI) for failure probability
Perturbed-Law based sensitivity Indices (PLI) for superquantile
PLIsuperquantile_multivar
Perturbed-Law based sensitivity Indices (PLI) for superquantile
and simultaneous perturbations of 2 inputs
Addelman and Kempthorne construction
Optimal Poincare constants for Derivative-based Global Sensitivity Measures (DGSM)
Poincare constants for Derivative-based Global Sensitivity Measures (DGSM)
Perturbed-Law based sensitivity Indices (PLI) for quantile
and simultaneous perturbations of 2 inputs
Correlation Ratio
Distributed Evaluation of Local Sensitivity Analysis
Maximin criterion
Extended Fourier Amplitude Sensitivity Test
LMG \(R^2\) decomposition for linear and logistic regression models
Johnson-Shapley indices
Johnson indices
Decoupling Simulations and Estimations
discrepancyCriteria_cplus
Discrepancy measure
Morris's Elementary Effects Screening Method
Partial Correlation Coefficients
Morris's Elementary Effects Screening Method for Multidimensional Outputs
Support index functions: Measuring the effect of input variables over their support
Data-given proportional marginal effects estimation via nearest-neighbors procedure
Proportional Marginal Variance Decomposition indices
for linear and logistic models
Generate parameter sets
Sensitivity Indices based on Csiszar f-divergence
Sensitivity Indices based on the Hilbert-Schmidt Independence Criterion (HSIC)
Quantile-oriented sensitivity analysis
Sequential Bifurcations
Computation of the Shapley effects in the Gaussian linear framework
with an unknown block-diagonal covariance matrix
Estimation of Shapley effects from data using nearest neighbors method
Computation of the Shapley effects in the linear Gaussian framework
Data given Shapley effects estimation via nearest-neighbors procedure
Monte Carlo Estimation of Sobol' Indices (scheme by Saltelli 2002)
Estimation of Shapley effects by examining all permutations of inputs
(Agorithm of Song et al, 2016), in cases of independent or dependent inputs
Sensitivity Analysis
Monte Carlo Estimation of Sobol' Indices
Monte Carlo Estimation of Sobol' Indices (improved formulas of Mauntz: Sobol et al. (2007) and Saltelli et al. (2010))
Estimation of Shapley effects by random permutations of inputs
(Agorithm of Song et al, 2016), in cases of independent or dependent inputs
Monte Carlo Estimation of Sobol' Indices (formulas of Janon-Monod)
Kriging-based sensitivity analysis
Estimation of Sobol' First Order Indices with B-spline Smoothing
Monte Carlo Estimation of Sobol' Indices based on Saltelli schemes
Liu and Owen Estimation of Total Interaction Indices
Monte Carlo Estimation of Aggregated Sobol' Indices for multiple and functional outputs
Monte Carlo Estimation of Sobol' Indices via matrix permutations
Pick-freeze Estimation of Total Interaction Indices
Monte Carlo Estimation of Sobol' Indices (formulas of Martinez (2011))
Monte Carlo Estimation of Sobol' Indices (improved formulas of Jansen (1999) and Saltelli et al. (2010))
Squared integral estimate
Recursive estimation of Sobol' indices
Sobol' indices estimation based on replicated orthogonal arrays
Sobol' Indices estimation under inequality constraints
First-order sensitivity indices estimation via ranking
Flexible sensitivity analysis via ranking / nearest neighbours
Monte Carlo Estimation of Sobol' Indices (formulas of Martinez (2011) and Touati (2016))
Standardized Regression Coefficients
Monte Carlo Estimation of Sobol' Indices (improved formulas of Owen (2013)
Sobol' Indices Estimation Using Replicated OA-based LHS
Tests of Independence based on the Hilbert-Schmidt Independence Criterion (HSIC)
Replace Values in a Template Text
Support index functions: Measuring the effect of input variables over their support
Weight-function to transform an output variable in order to perform Target Sensitivity Analysis (TSA)
Test Models for Sensitivity Analysis
Truncated distributions