pcc: Partial Correlation Coefficients

In sensitivity: Sensitivity Analysis

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

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).

References

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

See Also

src

Examples

# a 100-sample with X1 ~ U(0.5, 1.5)
#                   X2 ~ U(1.5, 4.5)
#                   X3 ~ U(4.5, 13.5)
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...

Example output

[1] "All values of t are equal to  1 \n Cannot calculate confidence intervals"
[1] "All values of t are equal to  1 \n Cannot calculate confidence intervals"
[1] "All values of t are equal to  1 \n Cannot calculate confidence intervals"

Call:
pcc(X = X, y = y, nboot = 100)

Partial Correlation Coefficients (PCC):
   original bias   std. error min. c.i. max. c.i.
X1        1    0 8.995997e-17        NA        NA
X2        1    0 5.579081e-17        NA        NA
X3        1    0 5.904344e-17        NA        NA

sensitivity documentation built on May 2, 2019, 5:56 p.m.