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sensitivity (version 1.12.1)

Global Sensitivity Analysis of Model Outputs

Description

A collection of functions for factor screening, global sensitivity analysis and reliability sensitivity analysis. Most of the functions have to be applied on model with scalar output, but several functions support multi-dimensional outputs.

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Version

Install

install.packages('sensitivity')

Monthly Downloads

2,508

Version

1.12.1

License

GPL-2

Maintainer

Bertrand Iooss

Last Published

May 10th, 2016

Functions in sensitivity (1.12.1)

delsa

Distributed Evaluation of Local Sensitivity Analysis
sobolmartinez

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

Perturbed-Law based sensitivity Indices (PLI)
sensitivity-package

Sensitivity Analysis
sensiFdiv

Sensitivity Indices based on Csiszar f-divergence
testmodels

Test Models for Sensitivity Analysis
decoupling

Decoupling Simulations and Estimations
pcc

Partial Correlation Coefficients
sensiHSIC

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

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

Monte Carlo Estimation of Sobol' Indices (formulas of Janon-Monod)
sobol2007

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

Pick-freeze Estimation of Total Interaction Indices
sobolowen

Monte Carlo Estimation of Sobol' Indices (improved formulas of Owen (2013)
fast99

Extended Fourier Amplitude Sensitivity Test
soboljansen

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

Morris's Elementary Effects Screening Method
sb

Sequential Bifurcations
sobol2002

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

Liu and Owen Estimation of Total Interaction Indices
src

Standardized Regression Coefficients
template.replace

Replace Values in a Template Text
sobolMultOut

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

Generate parameter sets
sobolCert

Monte Carlo Estimation of Sobol' Indices using certified meta-models
soboltouati

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

Monte Carlo Estimation of Sobol' Indices
support

Support indices: Measuring the effect of input variables over their support
sobolmara

Monte Carlo Estimation of Sobol' Indices via matrix permutations
sobolGP

Kriging-based sensitivity analysis
sobolroalhs

Sobol' Indices Estimation Using Replicated OA-based LHS