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sensitivity (version 1.11.1)

Sensitivity Analysis

Description

A collection of functions for factor screening, global sensitivity analysis and reliability sensitivity analysis of model output.

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Version

Install

install.packages('sensitivity')

Monthly Downloads

4,704

Version

1.11.1

License

GPL-2

Maintainer

Bertrand Iooss

Last Published

June 12th, 2015

Functions in sensitivity (1.11.1)

sensitivity-package

Sensitivity Analysis
testmodels

Test Models for Sensitivity Analysis
sobolMultOut

Monte Carlo Estimation of Aggregated Sobol' Indices for multiple and functional outputs
sobolTIIpf

Pick-freeze Estimation of Total Interaction Indices
sensiFdiv

Sensitivity Indices based on Csiszar f-divergence
sobolGP

Kriging-based sensitivity analysis
sensiHSIC

Sensitivity Indices based on Hilbert-Schmidt Independence Criterion (HSIC)
PLI

Perturbation Law-based Indices (PLI)
sobol

Monte Carlo Estimation of Sobol' Indices
sobolmartinez

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

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

Distributed Evaluation of Local Sensitivity Analysis
decoupling

Decoupling Simulations and Estimations
soboljansen

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

Sobol' Indices Estimation Using Replicated OA-based LHS
sobolmara

Monte Carlo Estimation of Sobol' Indices via matrix permutations
sobolCert

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

Standardized Regression Coefficients
morris

Morris's Elementary Effects Screening Method
PoincareConstant

Poincare constants for Derivative-based Global Sensitivity Measures (DGSM)
fast99

Extended Fourier Amplitude Sensitivity Test
template.replace

Replace Values in a Template Text
sobolTIIlo

Liu and Owen Estimation of Total Interaction Indices
pcc

Partial Correlation Coefficients
sb

Sequential Bifurcations
parameterSets

Generate parameter sets
sobol2007

Monte Carlo Estimation of Sobol' Indices (improved formulas of Mauntz: Sobol et al. (2007) and Saltelli et al. (2010))
sobol2002

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

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