pcc: Partial Correlation Coefficients

Description Usage Arguments Value Author(s) References See Also Examples

Description

pcc computes the Partial Correlation Coefficients (PCC), or Partial Rank Correlation Coefficients (PRCC), which are sensitivity indices based on linear (resp. monotonic) assumptions, in the case of (linearly) correlated factors.

Usage

1
2
3
4
5
pcc(X, y, rank = FALSE, nboot = 0, conf = 0.95)
## S3 method for class 'pcc'
print(x, ...)
## S3 method for class 'pcc'
plot(x, ylim = c(-1,1), ...)

Arguments

X

a data frame (or object coercible by as.data.frame) containing the design of experiments (model input variables).

y

a vector containing the responses corresponding to the design of experiments (model output variables).

rank

logical. If TRUE, the analysis is done on the ranks.

nboot

the number of bootstrap replicates.

conf

the confidence level of the bootstrap confidence intervals.

x

the object returned by pcc.

ylim

the y-coordinate limits of the plot.

...

arguments to be passed to methods, such as graphical parameters (see par).

Value

pcc returns a list of class "pcc", containing the following components:

call

the matched call.

PCC

a data frame containing the estimations of the PCC indices, bias and confidence intervals (if rank = TRUE).

PRCC

a data frame containing the estimations of the PRCC indices, bias and confidence intervals (if rank = TRUE).

Author(s)

Gilles Pujol

References

A. Saltelli, K. Chan and E. M. Scott eds, 2000, Sensitivity Analysis, Wiley.

See Also

src

Examples

 1
 2
 3
 4
 5
 6
 7
 8
 9
10
11
12
13
14
15
16
# a 100-sample with X1 ~ U(0.5, 1.5)
#                   X2 ~ U(1.5, 4.5)
#                   X3 ~ U(4.5, 13.5)
library(boot)
n <- 100
X <- data.frame(X1 = runif(n, 0.5, 1.5),
                X2 = runif(n, 1.5, 4.5),
                X3 = runif(n, 4.5, 13.5))

# linear model : Y = X1 + X2 + X3
y <- with(X, X1 + X2 + X3)

# sensitivity analysis
x <- pcc(X, y, nboot = 100)
print(x)
#plot(x) # TODO: find another example...


Search within the sensitivity package
Search all R packages, documentation and source code

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.