sensitivity (version 1.2)

sensitivity: Package 'sensitivity': Sensitivity Analysis

Description

The sensitivity package implements sensitivity analysis methods: linear and monotonic sensitivity analysis (SRC, PCC, SRRC, PRCC), the screening method of Morris, and non-linear global sensitivity analysis (the Sobol indices, the FAST method).

The functions of this package generate the design of experiments (depending on the method of analysis) and compute the sensitivity indices based on the model inputs and outputs. All sensitivity indices can be estimated with the bootstrap technique which allows to estimate the bias, and basic bootstrap confidence intervals. Text and graphical outputs display the results of the analysis.

Arguments

Details

The approach applied when performing a sensitivity analysis (SA) is as follows: [object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

The sensitivity package allows to follow this methodology:

(step 1) The model can be internal or external to R. If internal, it can be a function that takes an unique matrix or data.frame parameter and returns a numeric vector. It can also be a predictor, i.e. an object wich can be called with the predict method. If the model is external it does not have to be interfaced with R: the program will stop after generating the DOE, and calculations will start again when one gives the corresponding responses. The four next steps depend upon the type of the model:

For internal models: (step 2-5) sa <- method(model, parameters...) For external models: (step 2-3) sa <- method(model = NULL, parameters...) (step 4) external to R, and the result is loaded in the y variable (step 5) compute(sa, y)

method should be the name of a SA function, such as linsa, morris, sobol, sobol.sal02 or fast. These function create the object sa of class "linsa", "morris", "sobol", "sobol.sal02" or "fast". For further information on these function, see the corresponding documentation.

Finally, for displaying the results of the analysis: (step 6) print(sa); plot(sa)

References

Saltelli, A., Chan, K. and Scott, E. M., 2000, Sensitivity analysis. Wiley, 33--45.

See Also

linsa morris sobol sobol.sal02 fast compute testmodels