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sensitivity (version 1.25.0)

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

1,982

Version

1.25.0

License

GPL-2

Maintainer

Bertrand Iooss

Last Published

March 20th, 2021

Functions in sensitivity (1.25.0)

PLIsuperquantile

Perturbed-Law based sensitivity Indices (PLI) for superquantile

Perturbed-Law based sensitivity Indices (PLI) for quantile

PoincareChaosSqCoef

Squared coefficients computation in generalized chaos

PoincareOptimal

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

PLIsuperquantile_multivar

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

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

Addelman and Kempthorne construction

PoincareConstant

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

Decoupling Simulations and Estimations

Distributed Evaluation of Local Sensitivity Analysis

Morris's Elementary Effects Screening Method

Morris's Elementary Effects Screening Method for Multidimensional Outputs

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

Extended Fourier Amplitude Sensitivity Test

Partial Correlation Coefficients

Generate parameter sets

Maximin criterion

Sensitivity Indices based on Csiszar f-divergence

discrepancyCriteria_cplus

Discrepancy measure

Sequential Bifurcations

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

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

sensitivity-package

Sensitivity Analysis

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

Quantile-oriented sensitivity analysis

shapleyBlockEstimation

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

shapleySubsetMc

Estimation of Shapley effects from data using nearest neighbors method

Monte Carlo Estimation of Sobol' Indices

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

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

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

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)

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

shapleyLinearGaussian

Computation of the Shapley effects in the linear Gaussian framework

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

Monte Carlo Estimation of Sobol' Indices via matrix permutations

First-order sensitivity indices estimation via ranking

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

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

Liu and Owen Estimation of Total Interaction Indices

Sobol' Indices estimation under inequality constraints

Sobol' Indices Estimation Using Replicated OA-based LHS

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

Monte Carlo Estimation of Sobol' Indices based on Saltelli schemes

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

Kriging-based sensitivity analysis

template.replace

Replace Values in a Template Text

Sobol' indices estimation based on replicated orthogonal arrays

truncateddistrib

Truncated distributions

Recursive estimation of Sobol' indices

Flexible sensitivity analysis via ranking / nearest neighbours

Test Models for Sensitivity Analysis

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

Standardized Regression Coefficients

Pick-freeze Estimation of Total Interaction Indices

squaredIntEstim

Squared integral estimate

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