NEWS.md

In sensobol: Computation of Variance-Based Sensitivity Indices

sensobol 1.1.4

• Added the function "discrepancy_ersatz" to use the S-ersatz discrepancy as a sensitivity measure. The S-ersatz is published in A. Puy, P. Roy and A. Saltelli. 2023. Discrepancy measures for sensitivity analysis. arXiv: 2206.13470).

sensobol 1.1.3

• Added the function "load_packages" to load (and install in case they are not already in the local R setup) all required libraries in just one call.

sensobol 1.1.2

• Fixed a bug on sobol_matrices that caused the function to fail when a single parameter was passed into the "params" argument.

• Added a line in the help page of the sobol_indices and sobol_dummy functions informing that the Y argument does not accept NA or NaN values in the model output.

sensobol 1.1.1

• The CITATION file has changed. Citations to sensobol should now refer to the paper published in the Journal of Statistical Software:

Arnald Puy, Samuele Lo Piano, Andrea Saltelli, and Simon A. Levin. sensobol: an R package to compute variance-based sensitivity indices. Journal of Statistical Software 102.5 (2022), pp. 1-37. doi: 10.18637/jss.v102.i05

• The metafunction has been extended with a piecewise large, piecewise small and an oscillation function.

sensobol 1.1.0

• The package now includes support to calculate and plot up to fourth-order effects.

sensobol 1.0.4

• Fixed redundant links in the bibliography in .Rd files.

sensobol 1.0.3

• Added a help page for the package.

• Corrected a bug in sobol_ode.

sensobol 1.0.2

• The function plot_sensobolhas been eliminated. Now the Sobol' indices can be plot by a single call to plot.

• Third-order indices are now referred to as Sijl rather than Sijk.

• The function sobol_convergencehas been added to check the convergence of Sobol' indices across sub-samples of the model output.

sensobol 1.0.1

• The output of sobol_indices is now an object of class sensobol. Besides including the indices, it also informs on the sum of first-order effects, the estimators used in the computation and the total number of model runs.

• The output of vars_to is now an object of class vars. Besides including the indices, it also informs on the number of stars and the h value used.

• The function plot_sobol is deprecated and will be removed from future versions. Now the output of sobol_indicescan be printed with a call to plot.

sensobol 1.0.0

• This is a major package upgrade.

• The package now includes four first-order (Sobol', Salteli, Jansen and Azzini) and eight total-order (Jansen, Sobol', Homma, Saltelli, Janon, Glen, Azzini and VARS-TO) sensitivity estimators.

• The sample matrix can be constructed either with Sobol' quasi-random numbers, a latin hypercube design or random numbers.

• Several functions to plot the results of the uncertainty and sensitivity analysis have been incorporated: the function plot_scatter plots the model inputs against the output, whereas the function plot_multiscatter plots x_i against x_j and maps the resulting coordinate to its respective model output value.

• The package can now be used in models with either a scalar or a multivariate output.

sensobol 0.2.2

• This release prepares the users for a major upcoming improvement of the package.

• Added warnings to the function sobol_matrices. The arguments n and k will be substituted by N and params in the next release of the package. The arguments second and third will be substituted by the argument order in the next release of the package.

• Added warnings to the functions plot_uncertainty, plot_scatter, sobol_dummy and sobol_indices. The argument n will be substituted by N in the next release of the package.

• The function sobol_ci is deprecated. The computation of confidence intervals will be done directly by sobol_indices in the next version of the package.

• The function sobol_ci_dummy is deprecated. The computation of confidence intervals for dummy parameters will be done directly by sobol_dummy in the next version of the package.

• The function sobol_replicas is deprecated and will be removed in the next version of the package.

• The test function ishigami_Mapply would be renamed as ishigami_Fun in the next release of the package.

sensobol 0.2.1

• Corrected a bug in the plot_uncertainty function. Now the function demands to add the initial sample size n to visualize the model output uncertainty.

• Corrected some functions to adapt them to data.table 1.12.4.

• Added a new function (sobol_replicas) to easily extract the bootstrapped Sobol' indices.

sensobol 0.2.0

• New option in the sobol_matrices function: the option cluster allows to create Sobol' matrices for clusters of parameters.

• New test functions added:

• Bratley & Fox 1988.
• Bratley et al. 1992

• Oakley & O'Hagan 2004

• Added references to all test functions.

sensobol 0.1.1

• The vignette rendered wrongly in the previous version; now the issue is corrected.

• Corrected the following note, found in the CRAN check:

• Namespace in Imports field not imported from: ‘parallel’.

• Some functions that were exported to the R package manual are now internal.

sensobol 0.1.0

• Added a NEWS.md file to track changes to the package.

sensobol documentation built on April 6, 2023, 5:22 p.m.