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sensitivity (version 1.27.0)

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

2,224

Version

1.27.0

License

GPL-2

Maintainer

Bertrand Iooss

Last Published

October 20th, 2021

Functions in sensitivity (1.27.0)

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

PoincareConstant

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

PoincareOptimal

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

Generate parameter sets

Morris's Elementary Effects Screening Method for Multidimensional Outputs

PoincareChaosSqCoef

Squared coefficients computation in generalized chaos

Partial Correlation Coefficients

Morris's Elementary Effects Screening Method

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

Perturbed-Law based sensitivity Indices (PLI) for quantile

Distributed Evaluation of Local Sensitivity Analysis

shapleyLinearGaussian

Computation of the Shapley effects in the linear Gaussian framework

sensitivity-package

Sensitivity Analysis

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

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

Quantile-oriented sensitivity analysis

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

Sequential Bifurcations

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

Pick-freeze Estimation of Total Interaction Indices

shapleySubsetMc

Estimation of Shapley effects from data using nearest neighbors method

Decoupling Simulations and Estimations

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

discrepancyCriteria_cplus

Discrepancy measure

shapleyPermRand

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

Recursive estimation of Sobol' indices

shapleyBlockEstimation

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

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

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

Extended Fourier Amplitude Sensitivity Test

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

Kriging-based sensitivity analysis

Monte Carlo Estimation of Sobol' Indices via matrix permutations

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

Sensitivity Indices based on Csiszar f-divergence

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

Maximin criterion

shapleysobol_knn

Data given Shapley effects estimation via nearest-neighbors procedure

Sobol' indices estimation based on replicated orthogonal arrays

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

Data-given proportional marginal effects estimation via nearest-neighbors procedure

Monte Carlo Estimation of Sobol' Indices

template.replace

Replace Values in a Template Text

squaredIntEstim

Squared integral estimate

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

Monte Carlo Estimation of Sobol' Indices based on Saltelli schemes

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

Standardized Regression Coefficients

truncateddistrib

Truncated distributions

Test Models for Sensitivity Analysis

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

First-order sensitivity indices estimation via ranking

Flexible sensitivity analysis via ranking / nearest neighbours

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

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

Sobol' Indices estimation under inequality constraints

Liu and Owen Estimation of Total Interaction Indices

Sobol' Indices Estimation Using Replicated OA-based LHS

PLIsuperquantile_multivar

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

Addelman and Kempthorne construction