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sensitivity (version 1.1)

Sensitivity Analysis

Description

This package allows to perform sensitivity analyses within the R environment. Implemented methods are : linear sensitivity analysis (SRC, PCC...), the screening method of Morris and non-linear global sensitivity analysis (Sobol indices, FAST method).

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Version

Install

install.packages('sensitivity')

Monthly Downloads

2,272

Version

1.1

License

CeCILL version 2

Maintainer

Bertrand Iooss

Last Published

August 28th, 2024

Functions in sensitivity (1.1)

sensitivity

Package 'sensitivity': Sensitivity Analysis
sobol

Sobol Non-linear Sensitivity Analysis
DMBRSI

Density Modification Based Reliability Sensitivity Indices (DMBRSI)
src

Standardized Regression Coefficients
sobolGP

Kriging-based sensitivity analysis
sobol2002

Monte Carlo Estimation of Sobol' Indices (scheme by Saltelli 2002)
sobolCert

Monte Carlo Estimation of Sobol' Indices using certified meta-models
sobolmara

Monte Carlo Estimation of Sobol' Indices via matrix permutations
sobolTIIlo

Liu and Owen Estimation of Total Interaction Indices
sobolTIIpf

Pick-freeze Estimation of Total Interaction Indices
compute

Computation Of Sensitivity Indices
sb

Sequential Bifurcations
testmodels

Test Models For Sensitivity Analysis
PoincareConstant

Poincare constants for Derivative-based Global Sensitivity Measures (DGSM)
linsa

Linear Sensitivity Analysis
sobolowen

Monte Carlo Estimation of Sobol' Indices (improved formulas of Owen (2013)
decoupling

Decoupling Simulations and Estimations
pcc

Partial Correlation Coefficients
parameterSets

Generate parameter sets
sensiFdiv

Sensitivity Indices based on Csiszar f-divergence
sobolEff

Monte Carlo Estimation of Sobol' Indices (formulas of Janon-Monod)
soboljansen

Monte Carlo Estimation of Sobol' Indices (improved formulas of Jansen (1999) and Saltelli et al. (2010))
sensitivity-package

Sensitivity Analysis
delsa

Distributed Evaluation of Local Sensitivity Analysis
sensiHSIC

Sensitivity Indices based on Hilbert-Schmidt Independence Criterion (HSIC)
template.replace

Replace Values in a Template Text
fast99

Extended Fourier Amplitude Sensitivity Test
sobolroalhs

Sobol' Indices Estimation Using Replicated OA-based LHS
PLI

Perturbation Law-based Indices (PLI)
sobol2007

Monte Carlo Estimation of Sobol' Indices (improved formulas of Mauntz: Sobol et al. (2007) and Saltelli et al. (2010))
sobolMultOut

Monte Carlo Estimation of Aggregated Sobol' Indices for multiple and functional outputs
sobol.sal02

Sobol Non-linear Sensitivity Analysis
morris

Morris's Elementary Effects Screening Method
sobolmartinez

Monte Carlo Estimation of Sobol' Indices (formulas of Martinez (2011))
soboltouati

Monte Carlo Estimation of Sobol' Indices (formulas of Martinez (2011) and Touati (2016))
fast

Fourier Amplitude Sensitivity Test
support

Support indices: Measuring the effect of input variables over their support