PLMM: The 'PLMM' method for sensitivity analysis

In mtk: Mexico ToolKit library (MTK)

Description

A mtk compliant implementation of the PLMM method for sensitivity analysis using polynomial linear metamodelling.

Usage

• mtkPLMMAnalyser(listParameters = NULL)

• mtkNativeAnalyser(analyze="PLMM", information=NULL)

Parameters

degree.pol:

the maximum degree of polynomials (the sum of the degrees of cross products of polynomials is lower or equal to degree.pol). See details.

rawX:

orthogonal polynomials (default value FALSE) or raw polynomials (TRUE). See poly, polym.

numY:

the column number of the dependent variable (default is the first column of the dataframe of outputs).

listeX:

the column numbers of the dependent variables (default is all the dependent variables).

Parameters for auxiliary functions

all:

all the specific summaries and plots are displayed if TRUE (default is FALSE). Else, see the which option.

which:

when all=FALSE, the name of the specific summary or plot. Options are "best" (default), "full", "best.adjustedR2", "full.adjustedR2". See details.

lang:

language of the summary and plot ("en" (default) for english, "fr" for french).

digits:

number of digits in the summary (default = options()$digits).

colors:

colors used in plot (default = c("red", "orange","blue")).

legend.loc:

location of the legend in plot (default no legend( NULL), options are "topleft", "topright", ... See help(legend)).

Details

1. The PLMM metamodelling approach consists in estimating 3 models and comparing the percentage of variance (coefficient of determination) explained by these 3 models. The 3 models are polym(A,B,C), poly(A), polym(B,C) where polym computes orthogonal polynomials. polym(A,B,C) gives the total variance explained by the full metamodel, poly(A) gives the variance that can be explained by factor A only (in the sense of polynomials of A) and polym(B,C) gives the variance not explained by factor A. Total sensitiviy index of factor A is computed as max( R2(poly(A)), 1 - R2(polym(A,B,C)) - R2(polym(B,C))) where R2(M) is the coefficient of determination of model M, and first order sensitivity index as min( R2(poly(A)), 1 - R2(polym(A,B,C)) - R2(polym(B,C))). The PLMM function computes a best model in the sense of stepwise model selection starting with the constant model with direction fixed to both (see stepAIC for more details). Total sensitivity and first order indices are computed in the same. Additional results are givent when using adjusted R2 for both best and full models. Names of the results (needed in which option) are: best, full, best.adjustedR2, full.adjustedR2.

2. Computational aspects: PLMM does not use the polym function (as polym needs time to orthogonalize when the number of factors and the degree of the polynomials are high). The cross products are computed as cross products of one dimensional orthogonal polynomials poly(A) * poly(B) * poly(C). So we have to take care with the selected components of the best model (obtained with a stepwise model selection). Care should be taken for interpreting them because the dependent variables are orthogonalized. This not the case when the rawX option is set to TRUE. To prevent from computational side effects, the input factors are first scaled.

3. The mtk implementation of the PLMM method includes the following classes:

   • mtkPLMMAnalyser: for PLMM analysis processes.

   • mtkPLMMAnalyserResult: to store and manage the analysis results.

4. The mtk implementation of the PLMM method includes the following generic functions:

   • summary: to display summary of analysis results. See parameters for auxiliary functions.

   • plot: to plot analysis results. See parameters for auxiliary functions.

5. Many ways to create a PLMM analyser are available in mtk, but we recommend the following class constructors: mtkPLMMAnalyser or mtkNativeAnalyser.

References

1. Faivre R., 2013. Exploration par construction de métamodèles. In Faivre R., Iooss B., Mahévas S., Makowski D., Monod H., editors. Analyse de sensibilité et exploration de modèles. Applications aux modèles environnementaux. Collection « Savoir Faire », Quae, Versailles, 37p.

See Also

help(polym, stepAIC)

Examples

## Sensitivity analysis of the "Ishigami" model with the "PLMM" method 

#	Generates the factors
		data(Ishigami.factors)
		
# 	Builds the processes and workflow:

#   1) the experimental design process with the method "BasicMonteCarlo".
    exp1.designer  <- mtkNativeDesigner("BasicMonteCarlo", information=list(size=100))

#   2) the simulation process
		exp1.evaluator <- mtkNativeEvaluator(model="Ishigami") 

#   3) the analysis process 
		exp1.analyser <- mtkNativeAnalyser("PLMM", information = list(degree.pol=3,numY=1))

#   4) the workflow

		exp1 <- mtkExpWorkflow(expFactors=Ishigami.factors,
				 processesVector = c(design=exp1.designer,
		             				 evaluate=exp1.evaluator, 
		             				 analyze=exp1.analyser)
		             				 )

# 	Runs the workflow and reports the results.
		run(exp1)
		summary(exp1)
		summary(getProcess(exp1,name="analyze"), lang="fr")
		summary(getProcess(exp1,name="analyze"), lang="fr",
				 which="full", all=FALSE, digit=4)
		extractData(exp1,name="analyze")$best$call
		plot(getProcess(exp1,name="analysis"), lang="fr", legend.loc="topleft")
		plot(getProcess(exp1,name="analysis"), which="full",
			 all=FALSE, legend.loc="topright")
    
## 	Example II:  comparing metamodels of the WWDM model

#	Generates the factors
		data(WWDM.factors)
		
# 1) to create a sampler with the Monte-Carlo method

		sampler <- mtkNativeDesigner("BasicMonteCarlo", information = list(size=100) )

# 2) to create a simulator with the WWDM model 
		model <- mtkNativeEvaluator("WWDM" , information = list(year=3))

# 3) to create a partial workflow (design and evaluation)

		experience1 <- mtkExpWorkflow(expFactors=WWDM.factors, 
			processesVector=c(design=sampler, evaluate=model) )
		run(experience1)

# 4) to create an "analysor" with the Regression method 

		analyser1 <- mtkNativeAnalyser("Regression", information=list(nboot=20) )

# to add to the workflow the analyser "Regression"


		addProcess(experience1, p = analyser1, name = "analyze")
		run(experience1)

# 4bis) to create new analysers PLMM  and to add them to the workflow 

		experience2 <- experience1

		analyser2 <- mtkNativeAnalyser("PLMM")

		setProcess(experience2, p = analyser2, name = "analyze")
		run(experience2) ;

##	to comment out the following lines 	to compare others analysers 
## 	with 'analyser1' and 'analyser2'
#		experience4 <- experience3 <- experience2
#		analyser3 <- mtkNativeAnalyser("PLMM", information = list(degree.pol = 3))
#		analyser4 <- mtkNativeAnalyser("PLMM", 
#					information = list(degree.pol = 3, rawX = TRUE))
#		setProcess(experience3, p = analyser3, name = "analyze")
#		setProcess(experience4, p = analyser4, name = "analyze")	
#		run(experience3) ; run(experience4)

		summary(getProcess(experience1,name="analyze"))
  	    summary(getProcess(experience2,name="analyze"))
#		summary(getProcess(experience3,name="analyze"))
#		summary(getProcess(experience4,name="analyze"), digi=3)

mtk documentation built on May 2, 2019, 4:15 a.m.