Distributed Evaluation of Local Sensitivity Analysis
Monte Carlo Estimation of Sobol' Indices (formulas of Martinez (2011))
Perturbed-Law based sensitivity Indices (PLI)
Sensitivity Analysis
Sensitivity Indices based on Csiszar f-divergence
Test Models for Sensitivity Analysis
Decoupling Simulations and Estimations
Partial Correlation Coefficients
Sensitivity Indices based on Hilbert-Schmidt Independence Criterion (HSIC)
Poincare constants for Derivative-based Global Sensitivity Measures (DGSM)
Monte Carlo Estimation of Sobol' Indices (formulas of Janon-Monod)
Monte Carlo Estimation of Sobol' Indices (improved formulas of Mauntz: Sobol et al. (2007) and Saltelli et al. (2010))
Pick-freeze Estimation of Total Interaction Indices
Monte Carlo Estimation of Sobol' Indices (improved formulas of Owen (2013)
Extended Fourier Amplitude Sensitivity Test
Monte Carlo Estimation of Sobol' Indices (improved formulas of Jansen (1999) and Saltelli et al. (2010))
Morris's Elementary Effects Screening Method
Sequential Bifurcations
Monte Carlo Estimation of Sobol' Indices (scheme by Saltelli 2002)
Liu and Owen Estimation of Total Interaction Indices
Standardized Regression Coefficients
Replace Values in a Template Text
Monte Carlo Estimation of Aggregated Sobol' Indices for multiple and functional outputs
Generate parameter sets
Monte Carlo Estimation of Sobol' Indices using certified meta-models
Monte Carlo Estimation of Sobol' Indices (formulas of Martinez (2011) and Touati (2016))
Monte Carlo Estimation of Sobol' Indices
Support indices: Measuring the effect of input variables over their support
Monte Carlo Estimation of Sobol' Indices via matrix permutations
Kriging-based sensitivity analysis
Sobol' Indices Estimation Using Replicated OA-based LHS