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sensitivity (version 1.30.0)

Global Sensitivity Analysis of Model Outputs and Importance Measures

Description

A collection of functions for sensitivity analysis of model outputs (factor screening, global sensitivity analysis and robustness analysis), for variable importance measures of data, as well as for interpretability of machine learning models. Most of the functions have to be applied on scalar output, but several functions support multi-dimensional outputs.

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Version

Install

install.packages('sensitivity')

Monthly Downloads

2,243

Version

1.30.0

License

GPL-2

Maintainer

Bertrand Iooss

Last Published

January 21st, 2024

Functions in sensitivity (1.30.0)

EPtest

Non-parametric variable significance test based on the empirical process
PLIquantile

Perturbed-Law based sensitivity Indices (PLI) for quantile
PoincareChaosSqCoef

Squared coefficients computation in generalized chaos
PLI

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

Perturbed-Law based sensitivity Indices (PLI) for superquantile
PLIsuperquantile_multivar

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

Addelman and Kempthorne construction
PoincareOptimal

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

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

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

Correlation Ratio
delsa

Distributed Evaluation of Local Sensitivity Analysis
maximin_cplus

Maximin criterion
fast99

Extended Fourier Amplitude Sensitivity Test
lmg

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

Johnson-Shapley indices
johnson

Johnson indices
decoupling

Decoupling Simulations and Estimations
discrepancyCriteria_cplus

Discrepancy measure
morris

Morris's Elementary Effects Screening Method
pcc

Partial Correlation Coefficients
morrisMultOut

Morris's Elementary Effects Screening Method for Multidimensional Outputs
plot.support

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

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

Proportional Marginal Variance Decomposition indices for linear and logistic models
parameterSets

Generate parameter sets
sensiFdiv

Sensitivity Indices based on Csiszar f-divergence
sensiHSIC

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

Quantile-oriented sensitivity analysis
sb

Sequential Bifurcations
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
shapleyLinearGaussian

Computation of the Shapley effects in the linear Gaussian framework
shapleysobol_knn

Data given Shapley effects estimation via nearest-neighbors procedure
sobol2002

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

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

Sensitivity Analysis
sobol

Monte Carlo Estimation of Sobol' Indices
sobol2007

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
sobolEff

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

Kriging-based sensitivity analysis
sobolSmthSpl

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

Monte Carlo Estimation of Sobol' Indices based on Saltelli schemes
sobolTIIlo

Liu and Owen Estimation of Total Interaction Indices
sobolMultOut

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

Monte Carlo Estimation of Sobol' Indices via matrix permutations
sobolTIIpf

Pick-freeze Estimation of Total Interaction Indices
sobolmartinez

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

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

Squared integral estimate
sobolrec

Recursive estimation of Sobol' indices
sobolrep

Sobol' indices estimation based on replicated orthogonal arrays
sobolroauc

Sobol' Indices estimation under inequality constraints
sobolrank

First-order sensitivity indices estimation via ranking
sobolshap_knn

Flexible sensitivity analysis via ranking / nearest neighbours
soboltouati

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

Standardized Regression Coefficients
sobolowen

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

Sobol' Indices Estimation Using Replicated OA-based LHS
testHSIC

Tests of Independence based on the Hilbert-Schmidt Independence Criterion (HSIC)
template.replace

Replace Values in a Template Text
support

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

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

Test Models for Sensitivity Analysis
truncateddistrib

Truncated distributions