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, 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

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

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

ask Man page
ask.sb Man page
ask.sobolGP Man page
atantemp.fun Man page
campbell1D.fun Man page
decoupling Man page
delsa Man page
fast99 Man page
ishigami.fun Man page
morris Man page
morris.fun Man page
parameterSets Man page
pcc Man page
PLI Man page
PLIquantile Man page
plot3d.morris Man page
plot.delsa Man page
plot.fast99 Man page
plotFG Man page
plotFG.sobolTIIlo Man page
plotFG.sobolTIIpf Man page
plot.morris Man page
plot.pcc Man page
plot.sb Man page
plot.sensiFdiv Man page
plot.sensiHSIC Man page
plot.shapleyPermEx Man page
plot.shapleyPermRand Man page
plot.sobol Man page
plot.sobol2002 Man page
plot.sobol2007 Man page
plot.sobolEff Man page
plot.sobolGP Man page
plot.soboljansen Man page
plot.sobolmara Man page
plot.sobolmartinez Man page
plot.sobolMultOut Man page
plot.sobolowen Man page
plot.sobolroalhs Man page
plot.sobolroauc Man page
plot.sobolSalt Man page
plot.sobolTIIlo Man page
plot.sobolTIIpf Man page
plot.soboltouati Man page
plot.src Man page
PoincareConstant Man page
PoincareOptimal Man page
print.delsa Man page
print.fast99 Man page
print.morris Man page
print.pcc Man page
print.sb Man page
print.sensiFdiv Man page
print.sensiHSIC Man page
print.shapleyPermEx Man page
print.shapleyPermRand Man page
print.sobol Man page
print.sobol2002 Man page
print.sobol2007 Man page
print.sobolCert Man page
print.sobolEff Man page
print.sobolGP Man page
print.soboljansen Man page
print.sobolmara Man page
print.sobolmartinez Man page
print.sobolMultOut Man page
print.sobolowen Man page
print.sobolroalhs Man page
print.sobolroauc Man page
print.sobolSalt Man page
print.sobolTIIlo Man page
print.sobolTIIpf Man page
print.soboltouati Man page
print.src Man page
sb Man page
sensiFdiv Man page
sensiHSIC Man page
sensitivity Man page
sensitivity-package Man page
shapleyPermEx Man page
shapleyPermRand Man page
sobol Man page
sobol2002 Man page
sobol2007 Man page
sobolCert Man page
sobolEff Man page
sobol.fun Man page
sobolGP Man page
soboljansen Man page
sobolmara Man page
sobolmartinez Man page
sobolMultOut Man page
sobolowen Man page
sobolroalhs Man page
sobolroauc Man page
sobolSalt Man page
sobolSmthSpl Man page
sobolTIIlo Man page
sobolTIIpf Man page
soboltouati Man page
src Man page
support Man page
tell Man page
tell.delsa Man page
tell.fast99 Man page
tell.morris Man page
tell.sb Man page
tell.sensiFdiv Man page
tell.sensiHSIC Man page
tell.shapleyPermEx Man page
tell.shapleyPermRand Man page
tell.sobol Man page
tell.sobol2002 Man page
tell.sobol2007 Man page
tell.sobolEff Man page
tell.sobolGP Man page
tell.soboljansen Man page
tell.sobolmara Man page
tell.sobolmartinez Man page
tell.sobolowen Man page
tell.sobolroalhs Man page
tell.sobolroauc Man page
tell.sobolSalt Man page
tell.sobolTIIlo Man page
tell.sobolTIIpf Man page
tell.soboltouati Man page
template.replace Man page
testmodels Man page

Files

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/NEWS
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/sobolSmthSpl.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/shapleyPermEx.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/shapleyPermRand.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/shapleyPermEx.Rd 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/shapleyPermRand.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 sensitivity/man/sobolSmthSpl.Rd

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

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.