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
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License GPL-2
NeedsCompilation yes
Repository CRAN
Packaged 2019-10-08 21:05:28 UTC; bertrand
Date/Publication 2019-10-09 17:50:02 UTC

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