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sensitivity (version 1.22.1)

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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Install

install.packages('sensitivity')

Monthly Downloads

2,272

Version

1.22.1

License

GPL-2

Maintainer

Bertrand Iooss

Last Published

August 7th, 2020

Functions in sensitivity (1.22.1)

Addelman and Kempthorne construction

PoincareOptimal

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

Decoupling Simulations and Estimations

PLIsuperquantile

Perturbed-Law based sensitivity Indices (PLI) for superquantile

PoincareConstant

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

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

PLIquantile_multivar

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

PoincareChaosSqCoef

Squared coefficients computation in generalized chaos

Distributed Evaluation of Local Sensitivity Analysis

Perturbed-Law based sensitivity Indices (PLI) for quantile

Partial Correlation Coefficients

Extended Fourier Amplitude Sensitivity Test

discrepancyCriteria_cplus

Discrepancy measure

Morris's Elementary Effects Screening Method for Multidimensional Outputs

Generate parameter sets

Sensitivity Indices based on Csiszar f-divergence

Sequential Bifurcations

Maximin criterion

Morris's Elementary Effects Screening Method

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

shapleyLinearGaussian

Computation of the Shapley effects in the linear Gaussian framework

shapleyPermRand

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

shapleyBlockEstimation

Computation of the Shapley effects in the Gaussian linear framework with an unknown block-diagonal covariance matrix

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 Hilbert-Schmidt Independence Criterion (HSIC)

sensitivity-package

Sensitivity Analysis

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

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

shapleySubsetMc

Estimation of Shapley effects from data using nearest neighbors method

Monte Carlo Estimation of Sobol' Indices

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

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

Liu and Owen Estimation of Total Interaction Indices

Monte Carlo Estimation of Sobol' Indices via matrix permutations

Pick-freeze Estimation of Total Interaction Indices

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

Kriging-based sensitivity analysis

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

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

Monte Carlo Estimation of Sobol' Indices based on Saltelli schemes

Recursive estimation of Sobol' indices

First-order sensitivity indices estimation via ranking

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

Sobol' indices estimation based on replicated orthogonal arrays

Standardized Regression Coefficients

squaredIntEstim

Squared integral estimate

truncateddistrib

Truncated distributions

Test Models for Sensitivity Analysis

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

Flexible sensitivity analysis via ranking / nearest neighbours

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

Sobol' Indices Estimation Using Replicated OA-based LHS

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

template.replace

Replace Values in a Template Text

Sobol' Indices estimation under inequality constraints