Description Details Model managing References
Methods and functions for global sensitivity analysis.
The sensitivity package implements some global sensitivity analysis methods:
Linear regression coefficients: SRC and SRRC
(src
), PCC and PRCC (pcc
).
Morris's "OAT" elementary effects screening method (morris
).
Bettonvil's sequential bifurcations (sb
).
Monte Carlo estimation of Sobol' indices: Sobol's scheme
(1993) to compute the indices given by the variance decomposition up
to a specified order (sobol
), and Saltelli's
scheme (2002) to compute first order and total indices
with a reduced cost (sobol2002
).
Estimation of the Sobol' first order and total indices with
Saltelli's so-called "extended-FAST" method (fast99
).
Moreover, some utilities are provided: standard test-cases
(testmodels
) and template file generation
(template.replace
).
The sensitivity package works either on R models than on external models (such as executables).
R models must be functions or objects that have a predict
method, such as lm
objects. Models defined as functions will
be called once with an expression of the form y <- f(X)
where
X
is the design of experiments, i.e. a data.frame
with
p
columns (the input factors) and n
lines (each, an
experiment), and y
is the vector of length n
of the
model responses (we say that such functions are vectorized).
If the model is external to R, for instance a computational code, it
must be analyzed with the decoupled approach, see
decoupling
. This approach can also be used on R models
that doesn't fit the specifications.
A. Saltelli, K. Chan and E. M. Scott eds, 2000, Sensitivity Analysis, Wiley.
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