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sensitivity (version 1.14.0)

Global Sensitivity Analysis of Model Outputs

Description

A collection of functions for factor screening, global sensitivity analysis and reliability sensitivity analysis. Most of the functions have to be applied on model with scalar output, but several functions support multi-dimensional outputs.

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Version

Install

install.packages('sensitivity')

Monthly Downloads

2,272

Version

1.14.0

License

GPL-2

Maintainer

Bertrand Iooss

Last Published

February 10th, 2017

Functions in sensitivity (1.14.0)

Perturbed-Law based sensitivity Indices (PLI) for quantile

Extended Fourier Amplitude Sensitivity Test

Perturbed-Law based sensitivity Indices (PLI) for failure probability

Decoupling Simulations and Estimations

Distributed Evaluation of Local Sensitivity Analysis

Generate parameter sets

PoincareOptimal

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

Partial Correlation Coefficients

PoincareConstant

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

Morris's Elementary Effects Screening Method

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

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 examining all permutations of inputs (Agorithm of Song et al, 2016), in cases of independent or dependent inputs

Sequential Bifurcations

sensitivity-package

Sensitivity Analysis

Sensitivity Indices based on Csiszar f-divergence

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

shapleyPermRand

Estimation of Shapley effects by random permutations of inputs (Agorithm of Song et al, 2016), in cases of independent or dependent inputs

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

Kriging-based sensitivity analysis

Estimation of Sobol' First Order Indices with B-spline Smoothing

Sobol' Indices estimation under inequality constraints

Monte Carlo Estimation of Sobol' Indices via matrix permutations

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

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

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

Monte Carlo Estimation of Sobol' Indices based on Saltelli schemes

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

Sobol' Indices Estimation Using Replicated OA-based LHS

Test Models for Sensitivity Analysis

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

Standardized Regression Coefficients

template.replace

Replace Values in a Template Text

Liu and Owen Estimation of Total Interaction Indices

Pick-freeze Estimation of Total Interaction Indices

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