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sensitivity (version 1.18.1)

Global Sensitivity Analysis of Model Outputs

Description

A collection of functions for factor screening, global sensitivity analysis and robustness 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

2,272

Version

1.18.1

License

GPL-2

Maintainer

Bertrand Iooss

Last Published

April 7th, 2020

Functions in sensitivity (1.18.1)

Extended Fourier Amplitude Sensitivity Test

Decoupling Simulations and Estimations

Perturbed-Law based sensitivity Indices (PLI) for quantile

sensitivity-package

Sensitivity Analysis

Morris's Elementary Effects Screening Method for Multidimensional Outputs

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

Sensitivity Indices based on Csiszar f-divergence

Morris's Elementary Effects Screening Method

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

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

Kriging-based sensitivity analysis

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

Monte Carlo Estimation of Sobol' Indices based on Saltelli schemes

PLIquantile_multivar

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

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

PLIsuperquantile

Perturbed-Law based sensitivity Indices (PLI) for superquantile

Sequential Bifurcations

shapleyPermRand

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

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

Sobol' Indices Estimation Using Replicated OA-based LHS

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

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

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

shapleySubsetMc

Estimation of Shapley effects from data using nearest neighbors method

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

Generate parameter sets

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

Partial Correlation Coefficients

Standardized Regression Coefficients

Sobol' Indices estimation under inequality constraints

Monte Carlo Estimation of Sobol' Indices via matrix permutations

Liu and Owen Estimation of Total Interaction Indices

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

squaredIntEstim

Squared integral estimate

Pick-freeze Estimation of Total Interaction Indices

Weight-function to transform an output variable in order to perform Target Sensitivity Analysis (TSA)

Monte Carlo Estimation of Sobol' Indices

Test Models for Sensitivity Analysis

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

truncateddistrib

Truncated distributions

template.replace

Replace Values in a Template Text

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

PoincareChaosSqCoef

Squared coefficients computation in generalized chaos

PoincareOptimal

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

PoincareConstant

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

Distributed Evaluation of Local Sensitivity Analysis