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sensitivity (version 1.16.2)

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

1,982

Version

1.16.2

License

GPL-2

Maintainer

Bertrand Iooss

Last Published

October 9th, 2019

Functions in sensitivity (1.16.2)

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