Learn R Programming
⚠️There's a newer version (1.30.1) of this package.Take me there.

sensitivity (version 1.15.0)

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.

Copy Link

Version

Install

install.packages('sensitivity')

Monthly Downloads

2,289

Version

1.15.0

License

GPL-2

Maintainer

Bertrand Iooss

Last Published

September 23rd, 2017

Functions in sensitivity (1.15.0)

sensitivity-package

Sensitivity Analysis
sensiHSIC

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

Generate parameter sets
sobolSalt

Monte Carlo Estimation of Sobol' Indices based on Saltelli schemes
sobolMultOut

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

Monte Carlo Estimation of Sobol' Indices via matrix permutations
shapleyPermEx

Estimation of Shapley effects by examining all permutations of inputs (Agorithm of Song et al, 2016), in cases of independent or dependent inputs
template.replace

Replace Values in a Template Text
sobolmartinez

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

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

Partial Correlation Coefficients
shapleyPermRand

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

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

Test Models for Sensitivity Analysis
sobolEff

Monte Carlo Estimation of Sobol' Indices (formulas of Janon-Monod)
sobol2007

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

Kriging-based sensitivity analysis
sobol2002

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

Sobol' Indices estimation under inequality constraints
sobol

Monte Carlo Estimation of Sobol' Indices
soboltouati

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

Support index functions: Measuring the effect of input variables over their support
sb

Sequential Bifurcations
sobolSmthSpl

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

Standardized Regression Coefficients
support

Support index functions: Measuring the effect of input variables over their support
sobolTIIlo

Liu and Owen Estimation of Total Interaction Indices
sobolowen

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

Sobol' Indices Estimation Using Replicated OA-based LHS
PoincareConstant

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

Extended Fourier Amplitude Sensitivity Test
morris

Morris's Elementary Effects Screening Method
sensiFdiv

Sensitivity Indices based on Csiszar f-divergence
decoupling

Decoupling Simulations and Estimations
delsa

Distributed Evaluation of Local Sensitivity Analysis
PLI

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

Pick-freeze Estimation of Total Interaction Indices
PLIquantile

Perturbed-Law based sensitivity Indices (PLI) for quantile