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sensitivity (version 1.24.0)

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

4,303

Version

1.24.0

License

GPL-2

Maintainer

Bertrand Iooss

Last Published

January 11th, 2021

Functions in sensitivity (1.24.0)

PoincareOptimal

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

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

Distributed Evaluation of Local Sensitivity Analysis

PLIsuperquantile

Perturbed-Law based sensitivity Indices (PLI) for superquantile

PLIquantile_multivar

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

PoincareChaosSqCoef

Squared coefficients computation in generalized chaos

PoincareConstant

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

Addelman and Kempthorne construction

Decoupling Simulations and Estimations

Perturbed-Law based sensitivity Indices (PLI) for quantile

discrepancyCriteria_cplus

Discrepancy measure

LMG \(R^2\) decomposition for linear and logistic regression models

Extended Fourier Amplitude Sensitivity Test

Morris's Elementary Effects Screening Method for Multidimensional Outputs

Generate parameter sets

Maximin criterion

Morris's Elementary Effects Screening Method

Quantile-oriented sensitivity analysis

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

Sequential Bifurcations

Partial Correlation Coefficients

Sensitivity Indices based on Csiszar f-divergence

Kriging-based sensitivity analysis

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

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

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

Liu and Owen Estimation of Total Interaction Indices

shapleyBlockEstimation

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

sensitivity-package

Sensitivity Analysis

shapleyLinearGaussian

Computation of the Shapley effects in the linear Gaussian framework

shapleySubsetMc

Estimation of Shapley effects from data using nearest neighbors method

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

Exclusion-respecting Marginal explained-Variance Decomposition indices for linear and logistic models

shapleyPermRand

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

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

Monte Carlo Estimation of Sobol' Indices based on Saltelli schemes

Monte Carlo Estimation of Sobol' Indices

Sobol' indices estimation based on replicated orthogonal arrays

Pick-freeze Estimation of Total Interaction Indices

Sobol' Indices Estimation Using Replicated OA-based LHS

Sobol' Indices estimation under inequality constraints

Flexible sensitivity analysis via ranking / nearest neighbours

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

squaredIntEstim

Squared integral estimate

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

truncateddistrib

Truncated distributions

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

Recursive estimation of Sobol' indices

First-order sensitivity indices estimation via ranking

Standardized Regression Coefficients

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

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

Monte Carlo Estimation of Sobol' Indices via matrix permutations

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

Test Models for Sensitivity Analysis

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

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

template.replace

Replace Values in a Template Text