sivipm-package: Sensitivity Indices with Dependent Inputs
In sivipm: Sensitivity Indices with Dependent Inputs

Description Details Author(s) References

Compute total and individual sensitivity indices, significant components, and confidence intervals for the total sensitivity indices.

The total and individual sensitivity indices are calculated using a method based on the VIP of the PLS regression, proposed by J.P. Gauchi. The significant components are calculated by the SIMCA software rule and by the Lazraq & Cléroux test. The confidence intervals for the total sensitivity indices are determined by the bootstrap method. A fast algorithm is implemented which allows big datasets analysis.

A. Bouvier, J.-P. Gauchi, E. Volatier

Maintainer: Annie Bouvier <Annie.Bouvier@jouy.inra.fr>

Gauchi, J.-P. and Lehuta, S. and Mahévas, S. 2010. Optimal sensitivity analysis under constraints: Application to fisheries. In Procedia - Social and Behavioral Sciences, vol. 2. Elsevier, pp. 7658-7659. Sixth International Conference on Sensitivity Analysis of Model Output (Milan, Italy), 19-22 July; co-organized by the ELEUSI research center of Bocconi University and by the Joint Research Center of the European Commission.
Gauchi, J.-P. 2012. Global Sensitivity Analysis: The SIVIP method (SAS/IML language). Rapport technique 2012-3. INRA, UR1404, F-78350 Jouy-en-Josas, France.
Gauchi, J.-P. 2015. A practical method of global sensitivity analysis under constraints. Rapport technique 2015-1. INRA, UR1404, F-78350 Jouy-en-Josas, France.
Lazraq, A. and Cléroux, R. 2001. The PLS multivariate regression model: testing the significance of successive PLS components. Journal of Chemometrics. Vol. 15(6), pp 523-536.
Lazraq, A. and Cléroux, R. and Gauchi, J.-P. 2003. Selecting both latent and explanatory variables in the PLS1 regression model. Chemometrics and Intelligent Laboratory Systems, Vol. 66(2), pp 117-126. Elsevier. doi:10.1016/S0169-7439(03)00027-3.
SIMCA Software. http://www.umetrics.com/products/simca.