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sensitivity (version 1.30.1)

Global Sensitivity Analysis of Model Outputs and Importance Measures

Description

A collection of functions for sensitivity analysis of model outputs (factor screening, global sensitivity analysis and robustness analysis), for variable importance measures of data, as well as for interpretability of machine learning models. Most of the functions have to be applied on scalar output, but several functions support multi-dimensional outputs.

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Install

install.packages('sensitivity')

Monthly Downloads

2,508

Version

1.30.1

License

GPL-2

Maintainer

Bertrand Iooss

Last Published

August 28th, 2024

Functions in sensitivity (1.30.1)

PoincareConstant

Poincare constants for Derivative-based Global Sensitivity Measures (DGSM)
PLIsuperquantile_multivar

Perturbed-Law based sensitivity Indices (PLI) for superquantile and simultaneous perturbations of 2 inputs
decoupling

Decoupling Simulations and Estimations
correlRatio

Correlation Ratio
fast99

Extended Fourier Amplitude Sensitivity Test
lmg

LMG \(R^2\) decomposition for linear and logistic regression models
delsa

Distributed Evaluation of Local Sensitivity Analysis
johnsonshap

Johnson-Shapley indices
maximin_cplus

Maximin criterion
discrepancyCriteria_cplus

Discrepancy measure
johnson

Johnson indices
morris

Morris's Elementary Effects Screening Method
morrisMultOut

Morris's Elementary Effects Screening Method for Multidimensional Outputs
qosa

Quantile-oriented sensitivity analysis
pcc

Partial Correlation Coefficients
plot.support

Support index functions: Measuring the effect of input variables over their support
parameterSets

Generate parameter sets
pme_knn

Data-given proportional marginal effects estimation via nearest-neighbors procedure
pmvd

Proportional Marginal Variance Decomposition indices for linear and logistic models
sensiFdiv

Sensitivity Indices based on Csiszar f-divergence
sb

Sequential Bifurcations
sensiHSIC

Sensitivity Indices based on the Hilbert-Schmidt Independence Criterion (HSIC)
shapleyLinearGaussian

Computation of the Shapley effects in the linear Gaussian framework
shapleyPermRand

Estimation of Shapley effects by random permutations of inputs (Agorithm of Song et al, 2016), in cases of independent or dependent inputs
shapleySubsetMc

Estimation of Shapley effects from data using nearest neighbors method
sobol2002

Monte Carlo Estimation of Sobol' Indices (scheme by Saltelli 2002)
shapleysobol_knn

Data given Shapley effects estimation via nearest-neighbors procedure
sobol

Monte Carlo Estimation of Sobol' Indices
sobol2007

Monte Carlo Estimation of Sobol' Indices (improved formulas of Mauntz: Sobol et al. (2007) and Saltelli et al. (2010))
shapleyPermEx

Estimation of Shapley effects by examining all permutations of inputs (Agorithm of Song et al, 2016), in cases of independent or dependent inputs
sensitivity-package

Sensitivity Analysis
shapleyBlockEstimation

Computation of the Shapley effects in the Gaussian linear framework with an unknown block-diagonal covariance matrix
sobolEff

Monte Carlo Estimation of Sobol' Indices (formulas of Janon-Monod)
sobolSmthSpl

Estimation of Sobol' First Order Indices with B-spline Smoothing
sobolTIIpf

Pick-freeze Estimation of Total Interaction Indices
sobolmara

Monte Carlo Estimation of Sobol' Indices via matrix permutations
sobolTIIlo

Liu and Owen Estimation of Total Interaction Indices
sobolGP

Kriging-based sensitivity analysis
sobolMultOut

Monte Carlo Estimation of Aggregated Sobol' Indices for multiple and functional outputs
soboljansen

Monte Carlo Estimation of Sobol' Indices (improved formulas of Jansen (1999) and Saltelli et al. (2010))
sobolSalt

Monte Carlo Estimation of Sobol' Indices based on Saltelli schemes
squaredIntEstim

Squared integral estimate
sobolowen

Monte Carlo Estimation of Sobol' Indices (improved formulas of Owen (2013)
sobolmartinez

Monte Carlo Estimation of Sobol' Indices (formulas of Martinez (2011))
sobolroalhs

Sobol' Indices Estimation Using Replicated OA-based LHS
sobolrank

First-order sensitivity indices estimation via ranking
sobolshap_knn

Flexible sensitivity analysis via ranking / nearest neighbours
src

Standardized Regression Coefficients
soboltouati

Monte Carlo Estimation of Sobol' Indices (formulas of Martinez (2011) and Touati (2016))
sobolroauc

Sobol' Indices estimation under inequality constraints
sobolrec

Recursive estimation of Sobol' indices
sobolrep

Sobol' indices estimation based on replicated orthogonal arrays
truncateddistrib

Truncated distributions
testHSIC

Tests of Independence based on the Hilbert-Schmidt Independence Criterion (HSIC)
testmodels

Test Models for Sensitivity Analysis
weightTSA

Weight-function to transform an output variable in order to perform Target Sensitivity Analysis (TSA)
support

Support index functions: Measuring the effect of input variables over their support
template.replace

Replace Values in a Template Text
PLIsuperquantile

Perturbed-Law based sensitivity Indices (PLI) for superquantile
EPtest

Non-parametric variable significance test based on the empirical process
PLIquantile_multivar

Perturbed-Law based sensitivity Indices (PLI) for quantile and simultaneous perturbations of 2 inputs
PLIquantile

Perturbed-Law based sensitivity Indices (PLI) for quantile
PLI

Perturbed-Law based sensitivity Indices (PLI) for failure probability
PoincareChaosSqCoef

Squared coefficients computation in generalized chaos
PoincareOptimal

Optimal Poincare constants for Derivative-based Global Sensitivity Measures (DGSM)
addelman_const

Addelman and Kempthorne construction