sensitivity: Global Sensitivity Analysis of Model Outputs
Version 1.14.0

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, Thibault Delage, Jana Fruth, Laurent Gilquin, Joseph Guillaume, Loic Le Gratiet, Paul Lemaitre, Barry L. Nelson, Filippo Monari, Roelof Oomen, Bernardo Ramos, Olivier Roustant, Eunhye Song, Jeremy Staum, Taieb Touati, Frank Weber
Date of publication2017-02-11 00:12:49
MaintainerBertrand Iooss <biooss@yahoo.fr>
LicenseGPL-2
Version1.14.0
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("sensitivity")

Getting started

Package overview

Popular man pages

fast99: Extended Fourier Amplitude Sensitivity Test
morris: Morris's Elementary Effects Screening Method
sobolroauc: Sobol' Indices estimation under inequality constraints
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
See all...

All man pages Function index File listing

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
shapleyPermEx: Estimation of Shapley effects by examining all permutations...
shapleyPermRand: Estimation of Shapley effects by random permutations of...
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...
sobolSmthSpl: Estimation of Sobol' First Order Indices with B-spline...
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

Functions

B1 Source code
B2 Source code
B4 Source code
Compute_fdiv Source code
Compute_ratio Source code
HSIC Source code
PLI Man page Source code
PLIquantile Man page Source code
Pmv Source code
PoincareConstant Man page Source code
PoincareOptimal Man page Source code
ask Man page Source code
ask.sb Man page Source code
ask.sobolGP Man page Source code
atantemp.fun Man page Source code
bootstats Source code
campbell1D.fun Man page Source code
dcov_hsic Source code
decoupling Man page
delsa Man page Source code
dtgumbel Source code
dtnorm Source code
ee.oat Source code
ee.simplex Source code
eigenPoincare Source code
est.Si Source code
estim.pcc Source code
estim.sensiFdiv Source code
estim.sensiHSIC Source code
estim.sobol Source code
estim.sobol2002 Source code
estim.sobol2007 Source code
estim.sobolEff Source code
estim.sobolEff2 Source code
estim.sobolSalt Source code
estim.sobolTIIlo Source code
estim.sobolTIIpf Source code
estim.soboljansen Source code
estim.sobolmara Source code
estim.sobolmartinez Source code
estim.sobolowen Source code
estim.sobolroalhs Source code
estim.sobolroauc Source code
estim.soboltouati Source code
estim.src Source code
fast99 Man page Source code
genDesignPoints Source code
hausdorff.distance Source code
hausdorff.distance2 Source code
ind.rep Source code
invmultiquad_hsic Source code
ishigami.fun Man page Source code
kennard.stone Source code
laplace_hsic Source code
linear_hsic Source code
matern3_hsic Source code
matern5_hsic Source code
morris Man page Source code
morris.fun Man page Source code
morris.maximin Source code
nodeplot Source code
normalize Source code
optSmooth Source code
parameterSets Man page Source code
pcc Man page Source code
plane.rot Source code
plot.delsa Man page Source code
plot.fast99 Man page Source code
plot.morris Man page Source code
plot.pcc Man page Source code
plot.sb Man page Source code
plot.sensiFdiv Man page Source code
plot.sensiHSIC Man page Source code
plot.shapleyPermEx Man page Source code
plot.shapleyPermRand Man page Source code
plot.sobol Man page Source code
plot.sobol2002 Man page Source code
plot.sobol2007 Man page Source code
plot.sobolEff Man page Source code
plot.sobolEff2 Source code
plot.sobolGP Man page Source code
plot.sobolMultOut Man page Source code
plot.sobolSalt Man page Source code
plot.sobolSmthSpl Source code
plot.sobolTIIlo Man page Source code
plot.sobolTIIpf Man page Source code
plot.soboljansen Man page Source code
plot.sobolmara Man page Source code
plot.sobolmartinez Man page Source code
plot.sobolowen Man page Source code
plot.sobolroalhs Man page Source code
plot.sobolroauc Man page Source code
plot.soboltouati Man page Source code
plot.src Man page Source code
plot3d.morris Man page Source code
plotFG Man page Source code
plotFG.sobolTIIlo Man page Source code
plotFG.sobolTIIpf Man page Source code
predictGP.sobol Source code
print.delsa Man page Source code
print.fast99 Man page Source code
print.morris Man page Source code
print.pcc Man page Source code
print.sb Man page Source code
print.sensiFdiv Man page Source code
print.sensiHSIC Man page Source code
print.shapleyPermEx Man page Source code
print.shapleyPermRand Man page Source code
print.sobol Man page Source code
print.sobol2002 Man page Source code
print.sobol2007 Man page Source code
print.sobolCert Man page Source code
print.sobolEff Man page Source code
print.sobolEff2 Source code
print.sobolGP Man page Source code
print.sobolMultOut Man page Source code
print.sobolSalt Man page Source code
print.sobolSmthSpl Source code
print.sobolTIIlo Man page Source code
print.sobolTIIpf Man page Source code
print.soboljansen Man page Source code
print.sobolmara Man page Source code
print.sobolmartinez Man page Source code
print.sobolowen Man page Source code
print.sobolroalhs Man page Source code
print.sobolroauc Man page Source code
print.soboltouati Man page Source code
print.src Man page Source code
psi0 Source code
ptgumbel Source code
ptnorm Source code
qtgumbel Source code
qtnorm Source code
random.oat Source code
random.simplexes Source code
raquad_hsic Source code
rbf_hsic Source code
response Source code
rtgumbel Source code
rtnorm Source code
sb Man page Source code
sbgroups Source code
sensiFdiv Man page Source code
sensiHSIC Man page Source code
sensitivity Man page
sensitivity-package Man page
shapleyPermEx Man page Source code
shapleyPermRand Man page Source code
simplex.rect Source code
simplex.reg Source code
simulateGP.sobol Source code
sobol Man page Source code
sobol.fun Man page Source code
sobol2002 Man page Source code
sobol2007 Man page Source code
sobol2007pickfreeze Source code
sobolCert Man page Source code
sobolCert.penalty Source code
sobolEff Man page Source code
sobolEff2 Source code
sobolEffpickfreeze Source code
sobolGP Man page Source code
sobolMultOut Man page Source code
sobolSalt Man page Source code
sobolSmthSpl Man page Source code
sobolT2002pickfreeze Source code
sobolT2007pickfreeze Source code
sobolTIIlo Man page Source code
sobolTIIpf Man page Source code
sobolTjansenpickfreeze Source code
soboljansen Man page Source code
soboljansenpickfreeze Source code
sobolmara Man page Source code
sobolmartinez Man page Source code
sobolowen Man page Source code
sobolpickfreeze Source code
sobolroa.Hadam Source code
sobolroalhs Man page Source code
sobolroauc Man page Source code
sobolroauc.element Source code
sobolroauc.permutations Source code
sobolroauc.simplex_create Source code
sobolroauc.simplex_id Source code
sobolroauc.simplex_ord Source code
sobolroauc.simplex_true Source code
sobolroauc.simplexate Source code
soboltouati Man page Source code
src Man page Source code
ssanova1_hsic Source code
ssanova2_hsic Source code
subsets Source code
support Man page Source code
tell Man page Source code
tell.delsa Man page Source code
tell.fast99 Man page Source code
tell.morris Man page Source code
tell.sb Man page Source code
tell.sensiFdiv Man page Source code
tell.sensiHSIC Man page Source code
tell.shapleyPermEx Man page Source code
tell.shapleyPermRand Man page Source code
tell.sobol Man page Source code
tell.sobol2002 Man page Source code
tell.sobol2007 Man page Source code
tell.sobolEff Man page Source code
tell.sobolEff2 Source code
tell.sobolGP Man page Source code
tell.sobolSalt Man page Source code
tell.sobolTIIlo Man page Source code
tell.sobolTIIpf Man page Source code
tell.soboljansen Man page Source code
tell.sobolmara Man page Source code
tell.sobolmartinez Man page Source code
tell.sobolowen Man page Source code
tell.sobolroalhs Man page Source code
tell.sobolroauc Man page Source code
tell.soboltouati Man page Source code
template.replace Man page Source code
testmodels Man page

Files

inst
inst/COPYRIGHT
src
src/as.cpp
src/as.h
src/Makevars
src/LG_Rowsort.cpp
src/LG_estimator.cpp
src/lbfgs-b.f
src/rglueas.cpp
NAMESPACE
NEWS
R
R/sobolEff2.R
R/parameterSets.R
R/bootstats.R
R/fast99.R
R/sobolGPmethods.R
R/sensiHSIC.R
R/pcc.R
R/morris.R
R/sobol2007.R
R/sobolSmthSpl.R
R/template_replace.R
R/morris_oat.R
R/sobol.R
R/sobolroa_subroutines.R
R/sobol2002.R
R/sobolEff.R
R/sobolTIIlo.R
R/src.R
R/testmodels.R
R/sobolmara.R
R/PoincareConstant.R
R/nodeplot.R
R/shapleyPermEx.R
R/support.R
R/delsa.R
R/sobolTIIpf.R
R/sensiFdiv.R
R/sobolmartinez.R
R/simplex.R
R/base.R
R/soboljansen.R
R/pickfreeze.R
R/sobolMultOut.R
R/PLI.R
R/sobolowen.R
R/PoincareOptimal.R
R/soboltouati.R
R/sb.R
R/morris_sfd.R
R/sobolroauc.R
R/shapleyPermRand.R
R/sobolSalt.R
R/sobolGP.R
R/PLIquantile.r
R/sobolroalhs.R
R/sobolCert.R
MD5
DESCRIPTION
man
man/shapleyPermEx.Rd
man/fast99.Rd
man/sensiHSIC.Rd
man/sobolmartinez.Rd
man/sensiFdiv.Rd
man/sobolowen.Rd
man/testmodels.Rd
man/template_replace.Rd
man/sobolroalhs.Rd
man/sobol2002.Rd
man/sobolGP.Rd
man/sobolEff.Rd
man/decoupling.Rd
man/sobolTIIpf.Rd
man/parameterSets.Rd
man/src.Rd
man/morris.Rd
man/support.Rd
man/sobolTIIlo.Rd
man/sensitivity-package.Rd
man/shapleyPermRand.Rd
man/sobolmara.Rd
man/PoincareOptimal.Rd
man/pcc.Rd
man/sobolCert.Rd
man/PLIquantile.Rd
man/soboltouati.Rd
man/sobol.Rd
man/delsa.Rd
man/sobolroauc.Rd
man/soboljansen.Rd
man/sobol2007.Rd
man/PLI.Rd
man/sobolSalt.Rd
man/sobolMultOut.Rd
man/sb.Rd
man/PoincareConstant.Rd
man/sobolSmthSpl.Rd
sensitivity documentation built on May 20, 2017, 5:34 a.m.

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