Perturbed-Law based sensitivity Indices (PLI) for superquantile
Perturbed-Law based sensitivity Indices (PLI) for quantile
and simultaneous perturbations of 2 inputs
Poincare constants for Derivative-based Global Sensitivity Measures (DGSM)
Optimal Poincare constants for Derivative-based Global Sensitivity Measures (DGSM)
Generate parameter sets
Morris's Elementary Effects Screening Method for Multidimensional Outputs
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
Computation of the Shapley effects in the linear Gaussian framework
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
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
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
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
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
Replace Values in a Template Text
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
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