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sensitivity (version 1.31.0)

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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Install

install.packages('sensitivity')

Monthly Downloads

3,087

Version

1.31.0

License

GPL-2

Maintainer

Bertrand Iooss

Last Published

February 27th, 2026

Functions in sensitivity (1.31.0)

PoincareChaosSqCoef

Squared coefficients computation in generalized chaos

PLIsuperquantile

Perturbed-Law based sensitivity Indices (PLI) for superquantile

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

PLIquantile_multivar

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

Variance-based Importance Measures in linear model

PoincareConstant

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

Perturbed-Law based sensitivity Indices (PLI) for quantile

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

Non-parametric variable significance test based on the empirical process

Johnson-Shapley indices

Maximin criterion

Addelman and Kempthorne construction

Extended Fourier Amplitude Sensitivity Test

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

Decoupling Simulations and Estimations

discrepancyCriteria_cplus

Discrepancy measure

Distributed Evaluation of Local Sensitivity Analysis

Correlation Ratio

Johnson indices

Generate parameter sets

Sensitivity Indices based on Csiszar f-divergence

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

Quantile-oriented sensitivity analysis

Morris's Elementary Effects Screening Method for Multidimensional Outputs

Proportional Marginal Variance Decomposition indices for linear and logistic models

Partial Correlation Coefficients

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

Sequential Bifurcations

Morris's Elementary Effects Screening Method

shapleysobol_knn

Data given Shapley effects estimation via nearest-neighbors procedure

shapleyLinearGaussian

Computation of the Shapley effects in the linear Gaussian framework

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 (scheme by Saltelli 2002)

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

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

sensitivity-package

Sensitivity Analysis

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 (improved formulas of Jansen (1999) and Saltelli et al. (2010))

Kriging-based sensitivity analysis

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

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

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

Pick-freeze Estimation of Total Interaction Indices

Monte Carlo Estimation of Sobol' Indices based on Saltelli schemes

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

Monte Carlo Estimation of Sobol' Indices via matrix permutations

Liu and Owen Estimation of Total Interaction Indices

Sobol' Indices estimation under inequality constraints

Sobol' indices estimation based on replicated orthogonal arrays

First-order sensitivity indices estimation via ranking

Flexible sensitivity analysis via ranking / nearest neighbours

Sobol' Indices Estimation Using Replicated OA-based LHS

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

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

Recursive estimation of Sobol' indices

squaredIntEstim

Squared integral estimate

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

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

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

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

Standardized Regression Coefficients

truncateddistrib

Truncated distributions

Test Models for Sensitivity Analysis

template.replace

Replace Values in a Template Text