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.

AuthorGilles 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, Olivier Roustant, Taieb Touati, Frank Weber, Roelof Oomen, Thibault Delage
Date of publication2016-12-13 07:57:17
MaintainerBertrand Iooss <biooss@yahoo.fr>
LicenseGPL-2
Version1.13.0

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) for failure...

PLIquantile: Perturbed-Law based sensitivity Indices (PLI) for quantile

PoincareConstant: Poincare constants for Derivative-based Global Sensitivity...

PoincareOptimal: Optimal Poincare constants for Derivative-based Global...

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

sobolroauc: Sobol' Indices estimation under inequality constraints

sobolSalt: Monte Carlo Estimation of Sobol' Indices based on Saltelli...

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/LG_Rowsort.cpp
sensitivity/src/LG_estimator.cpp
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/sobolroa_subroutines.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/PoincareOptimal.R sensitivity/R/soboltouati.R sensitivity/R/sb.R sensitivity/R/morris_sfd.R sensitivity/R/sobolroauc.R sensitivity/R/sobolSalt.R sensitivity/R/sobolGP.R
sensitivity/R/PLIquantile.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/PoincareOptimal.Rd sensitivity/man/pcc.Rd sensitivity/man/sobolCert.Rd sensitivity/man/PLIquantile.Rd sensitivity/man/soboltouati.Rd sensitivity/man/sobol.Rd sensitivity/man/delsa.Rd sensitivity/man/sobolroauc.Rd sensitivity/man/soboljansen.Rd sensitivity/man/sobol2007.Rd sensitivity/man/PLI.Rd sensitivity/man/sobolSalt.Rd sensitivity/man/sobolMultOut.Rd sensitivity/man/sb.Rd sensitivity/man/PoincareConstant.Rd

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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