Description Details Author(s) References See Also Examples

Estimates and plots the FANOVA graph of a function to identify its interaction structure and fits a kriging model modified by the identified structure

Important functions:

`estimateGraph` | Estimate indices for the graph, create graph structure |

`threshold` | Set indices below a threshold to zero |

`plot.graphlist` | Plot a given graph structure |

`plotDeltaJumps` | Provide plots for the choice of the threshold |

`kmAdditive` | Kriging model estimation with block-additive kernel |

`predictAdditive` | Prediction function from Kriging model with block-additive kernel |

`simAdditive` | Simulation from Kriging model with block-additive kernel |

J. Fruth, T. Muehlenstaedt, O. Roustant, M. Jastrow

Fruth, J.; Roustant, O.; Kuhnt, S. (2013+) Total interaction index: A variance-based sensitivity index for second-order interaction screening.

Janon, A.; Klein, T.; Lagnoux-Renaudie, A.; Nodet, M.; Prieur, C. (2012+) Asymptotic normality and efficiency of two Sobol index estimators.

Liu, R.; Owen, A.B. (2006) Estimating mean dimensionality of analysis of variance decompositions, *Journal of the American Statistical Association*, **101** 474, 712-721.

Mara, T.A (2009) Extension of the RBD-FAST method to the computation of global sensitivity indices, *Reliability Engineering & System Safety*, **94** no. 8, 1274-1281.

Muehlenstaedt, T.; Roustant, O.; Carraro, L.; Kuhnt, S. (2011) Data-driven Kriging models based on FANOVA-decomposition, *Statistics and Computing*.

Sobol', I. M. (1993) Sensitivity estimates for nonlinear mathematical models, *Mathematical Modeling and Computational Experiment*, **1**, 407-414.

`DiceKriging`

,
`sensitivity`

,
`igraph`

1 2 3 4 | ```
#demo(ExampleIshigami)
#demo(Example6D)
#demo(Estimation)
#demo(Threshold)
``` |

```
Loading required package: sensitivity
Loading required package: igraph
Attaching package: 'igraph'
The following objects are masked from 'package:stats':
decompose, spectrum
The following object is masked from 'package:base':
union
Loading required package: DiceKriging
Warning message:
no DISPLAY variable so Tk is not available
```

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