sensitivity: Global Sensitivity Analysis of Model Outputs

A collection of functions for sensitivity analysis of model outputs (factor screening, global sensitivity analysis and robustness analysis), as well as for interpretability of machine learning models. Most of the functions have to be applied on scalar output, but several functions support multi-dimensional outputs.

Package details

AuthorBertrand Iooss, Sebastien Da Veiga, Alexandre Janon and Gilles Pujol, with contributions from Baptiste Broto, Khalid Boumhaout, Laura Clouvel, Thibault Delage, Reda El Amri, Jana Fruth, Laurent Gilquin, Joseph Guillaume, Margot Herin, Marouane Il Idrissi, Loic Le Gratiet, Paul Lemaitre, Amandine Marrel, Anouar Meynaoui, Barry L. Nelson, Filippo Monari, Roelof Oomen, Oldrich Rakovec, Bernardo Ramos, Olivier Roustant, Gabriel Sarazin, Eunhye Song, Jeremy Staum, Roman Sueur, Taieb Touati, Vanessa Verges, Frank Weber
MaintainerBertrand Iooss <biooss@yahoo.fr>
LicenseGPL-2
Version1.29.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("sensitivity")

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sensitivity documentation built on Aug. 31, 2023, 5:10 p.m.