# 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! |

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## Details

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 |

imports | boot , ggplot2 , methods |

suggests | condMVNorm , DiceDesign , DiceKriging , evd , ggExtra , gtools , igraph , ks , mc2d , mvtnorm , numbers , parallel , pracma , randtoolbox , reshape2 , rgl , triangle |

depends | R (>= 3.0.0) |

Contributors | Gilles Pujol, Bertrand Iooss, Alexandre Janon |

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