# sensitivity v1.16.2

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## Global Sensitivity Analysis of Model Outputs

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.

## Functions in sensitivity

 Name Description PLIquantile_multivar Perturbed-Law based sensitivity Indices (PLI) for quantile and simultaneous perturbations of 2 inputs PoincareConstant Poincare constants for Derivative-based Global Sensitivity Measures (DGSM) delsa Distributed Evaluation of Local Sensitivity Analysis decoupling Decoupling Simulations and Estimations morris Morris's Elementary Effects Screening Method PoincareOptimal Optimal Poincare constants for Derivative-based Global Sensitivity Measures (DGSM) fast99 Extended Fourier Amplitude Sensitivity Test PLI Perturbed-Law based sensitivity Indices (PLI) for failure probability PLIsuperquantile Perturbed-Law based sensitivity Indices (PLI) for superquantile plot.support Support index functions: Measuring the effect of input variables over their support 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) pcc Partial Correlation Coefficients sobolSmthSpl Estimation of Sobol' First Order Indices with B-spline Smoothing sensitivity-package Sensitivity Analysis sensiHSIC Sensitivity Indices based on Hilbert-Schmidt Independence Criterion (HSIC) PLIquantile Perturbed-Law based sensitivity Indices (PLI) for quantile sobolEff Monte Carlo Estimation of Sobol' Indices (formulas of Janon-Monod) sobolGP Kriging-based sensitivity analysis sobolmara Monte Carlo Estimation of Sobol' Indices via matrix permutations sobolTIIlo Liu and Owen Estimation of Total Interaction Indices sobolmartinez Monte Carlo Estimation of Sobol' Indices (formulas of Martinez (2011)) sobolroalhs Sobol' Indices Estimation Using Replicated OA-based LHS sobolowen Monte Carlo Estimation of Sobol' Indices (improved formulas of Owen (2013) shapleyPermEx Estimation of Shapley effects by examining all permutations of inputs (Agorithm of Song et al, 2016), in cases of independent or dependent inputs shapleyPermRand Estimation of Shapley effects by random permutations of inputs (Agorithm of Song et al, 2016), in cases of independent or dependent inputs sobolTIIpf Pick-freeze Estimation of Total Interaction Indices morrisMultOut Morris's Elementary Effects Screening Method for Multidimensional Outputs parameterSets Generate parameter sets soboljansen Monte Carlo Estimation of Sobol' Indices (improved formulas of Jansen (1999) and Saltelli et al. (2010)) sobolMultOut Monte Carlo Estimation of Aggregated Sobol' Indices for multiple and functional outputs truncateddistrib Truncated distributions soboltouati Monte Carlo Estimation of Sobol' Indices (formulas of Martinez (2011) and Touati (2016)) sobolroauc Sobol' Indices estimation under inequality constraints sobolSalt Monte Carlo Estimation of Sobol' Indices based on Saltelli schemes template.replace Replace Values in a Template Text testmodels Test Models for Sensitivity Analysis sensiFdiv Sensitivity Indices based on Csiszar f-divergence sb Sequential Bifurcations shapleySubsetMc Estimation of Shapley effects from data using nearest neighbors method sobol Monte Carlo Estimation of Sobol' Indices src Standardized Regression Coefficients support Support index functions: Measuring the effect of input variables over their support No Results!