sensitivity: Global Sensitivity Analysis of Model Outputs

A collection of functions for factor screening, global sensitivity analysis and reliability sensitivity analysis. Most of the functions have to be applied on model with scalar output, but several functions support multi-dimensional outputs.

Author
Gilles Pujol, Bertrand Iooss, Alexandre Janon with contributions from Khalid Boumhaout, Sebastien Da Veiga, Jana Fruth, Laurent Gilquin, Joseph Guillaume, Loic Le Gratiet, Paul Lemaitre, Bernardo Ramos, Taieb Touati, Frank Weber
Date of publication
2016-06-28 23:40:50
Maintainer
Bertrand Iooss <biooss@yahoo.fr>
License
GPL-2
Version
1.12.2

View on CRAN

Man pages

decoupling
Decoupling Simulations and Estimations
delsa
Distributed Evaluation of Local Sensitivity Analysis
fast99
Extended Fourier Amplitude Sensitivity Test
morris
Morris's Elementary Effects Screening Method
parameterSets
Generate parameter sets
pcc
Partial Correlation Coefficients
PLI
Perturbed-Law based sensitivity Indices (PLI)
PoincareConstant
Poincare constants for Derivative-based Global Sensitivity...
sb
Sequential Bifurcations
sensiFdiv
Sensitivity Indices based on Csiszar f-divergence
sensiHSIC
Sensitivity Indices based on Hilbert-Schmidt Independence...
sensitivity-package
Sensitivity Analysis
sobol
Monte Carlo Estimation of Sobol' Indices
sobol2002
Monte Carlo Estimation of Sobol' Indices (scheme by Saltelli...
sobol2007
Monte Carlo Estimation of Sobol' Indices (improved formulas...
sobolCert
Monte Carlo Estimation of Sobol' Indices using certified...
sobolEff
Monte Carlo Estimation of Sobol' Indices (formulas of...
sobolGP
Kriging-based sensitivity analysis
soboljansen
Monte Carlo Estimation of Sobol' Indices (improved formulas...
sobolmara
Monte Carlo Estimation of Sobol' Indices via matrix...
sobolmartinez
Monte Carlo Estimation of Sobol' Indices (formulas of...
sobolMultOut
Monte Carlo Estimation of Aggregated Sobol' Indices for...
sobolowen
Monte Carlo Estimation of Sobol' Indices (improved formulas...
sobolroalhs
Sobol' Indices Estimation Using Replicated OA-based LHS
sobolTIIlo
Liu and Owen Estimation of Total Interaction Indices
sobolTIIpf
Pick-freeze Estimation of Total Interaction Indices
soboltouati
Monte Carlo Estimation of Sobol' Indices (formulas of...
src
Standardized Regression Coefficients
support
Support indices: Measuring the effect of input variables over...
template_replace
Replace Values in a Template Text
testmodels
Test Models for Sensitivity Analysis

Files in this package

sensitivity
sensitivity/inst
sensitivity/inst/COPYRIGHT
sensitivity/src
sensitivity/src/as.cpp
sensitivity/src/as.h
sensitivity/src/Makevars
sensitivity/src/lbfgs-b.f
sensitivity/src/rglueas.cpp
sensitivity/NAMESPACE
sensitivity/R
sensitivity/R/sobolEff2.R
sensitivity/R/parameterSets.R
sensitivity/R/bootstats.R
sensitivity/R/fast99.R
sensitivity/R/sobolGPmethods.R
sensitivity/R/sensiHSIC.R
sensitivity/R/pcc.R
sensitivity/R/morris.R
sensitivity/R/sobol2007.R
sensitivity/R/template_replace.R
sensitivity/R/morris_oat.R
sensitivity/R/sobol.R
sensitivity/R/sobol2002.R
sensitivity/R/sobolEff.R
sensitivity/R/sobolTIIlo.R
sensitivity/R/src.R
sensitivity/R/testmodels.R
sensitivity/R/sobolmara.R
sensitivity/R/PoincareConstant.R
sensitivity/R/nodeplot.R
sensitivity/R/support.R
sensitivity/R/delsa.R
sensitivity/R/sobolTIIpf.R
sensitivity/R/sensiFdiv.R
sensitivity/R/sobolmartinez.R
sensitivity/R/simplex.R
sensitivity/R/base.R
sensitivity/R/soboljansen.R
sensitivity/R/pickfreeze.R
sensitivity/R/sobolMultOut.R
sensitivity/R/PLI.R
sensitivity/R/sobolowen.R
sensitivity/R/soboltouati.R
sensitivity/R/sb.R
sensitivity/R/morris_sfd.R
sensitivity/R/sobolGP.R
sensitivity/R/sobolroalhs.R
sensitivity/R/sobolCert.R
sensitivity/MD5
sensitivity/DESCRIPTION
sensitivity/man
sensitivity/man/fast99.Rd
sensitivity/man/sensiHSIC.Rd
sensitivity/man/sobolmartinez.Rd
sensitivity/man/sensiFdiv.Rd
sensitivity/man/sobolowen.Rd
sensitivity/man/testmodels.Rd
sensitivity/man/template_replace.Rd
sensitivity/man/sobolroalhs.Rd
sensitivity/man/sobol2002.Rd
sensitivity/man/sobolGP.Rd
sensitivity/man/sobolEff.Rd
sensitivity/man/decoupling.Rd
sensitivity/man/sobolTIIpf.Rd
sensitivity/man/parameterSets.Rd
sensitivity/man/src.Rd
sensitivity/man/morris.Rd
sensitivity/man/support.Rd
sensitivity/man/sobolTIIlo.Rd
sensitivity/man/sensitivity-package.Rd
sensitivity/man/sobolmara.Rd
sensitivity/man/pcc.Rd
sensitivity/man/sobolCert.Rd
sensitivity/man/soboltouati.Rd
sensitivity/man/sobol.Rd
sensitivity/man/delsa.Rd
sensitivity/man/soboljansen.Rd
sensitivity/man/sobol2007.Rd
sensitivity/man/PLI.Rd
sensitivity/man/sobolMultOut.Rd
sensitivity/man/sb.Rd
sensitivity/man/PoincareConstant.Rd