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sensitivity (version 1.16.0)

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

4,303

Version

1.16.0

License

GPL-2

Maintainer

Bertrand Iooss

Last Published

May 25th, 2019

Functions in sensitivity (1.16.0)

decoupling

Decoupling Simulations and Estimations
sensiFdiv

Sensitivity Indices based on Csiszar f-divergence
shapleySubsetMc

Estimation of Shapley effects from data using nearest neighbors method
sobol

Monte Carlo Estimation of Sobol' Indices
sobolroauc

Sobol' Indices estimation under inequality constraints
soboltouati

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

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

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

Perturbed-Law based sensitivity Indices (PLI) for quantile and simultaneous perturbations of 2 inputs
pcc

Partial Correlation Coefficients
plot.support

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

Perturbed-Law based sensitivity Indices (PLI) for superquantile
sensiHSIC

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

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

Sensitivity Analysis
sobolSalt

Monte Carlo Estimation of Sobol' Indices based on Saltelli schemes
sobol2002

Monte Carlo Estimation of Sobol' Indices (scheme by Saltelli 2002)
sobol2007

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

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

Standardized Regression Coefficients
sobolroalhs

Sobol' Indices Estimation Using Replicated OA-based LHS
support

Support index functions: Measuring the effect of input variables over their support
template.replace

Replace Values in a Template Text
testmodels

Test Models for Sensitivity Analysis
truncateddistrib

Truncated distributions
PLI

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

Perturbed-Law based sensitivity Indices (PLI) for quantile
fast99

Extended Fourier Amplitude Sensitivity Test
morris

Morris's Elementary Effects Screening Method
morrisMultOut

Morris's Elementary Effects Screening Method for Multidimensional Outputs
shapleyPermEx

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

Generate parameter sets
shapleyPermRand

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

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

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

Kriging-based sensitivity analysis
sobolTIIlo

Liu and Owen Estimation of Total Interaction Indices
sobolmara

Monte Carlo Estimation of Sobol' Indices via matrix permutations
sobolmartinez

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

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

Pick-freeze Estimation of Total Interaction Indices
delsa

Distributed Evaluation of Local Sensitivity Analysis
sb

Sequential Bifurcations