src: Standardized Regression Coefficients

Description

src computes the Standardized Regression Coefficients (SRC), or the Standardized Rank Regression Coefficients (SRRC), which are sensitivity indices based on linear or monotonic assumptions in the case of independent factors.

Usage

src(X, y, rank = FALSE, nboot = 0, conf = 0.95)
## S3 method for class 'src':
print(x, \dots)
## S3 method for class 'src':
plot(x, ylim = c(-1,1), ...)

Arguments

a data frame (or object coercible by as.data.frame) containing the design of experiments (model input variables).

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.

the object returned by src.

ylim

the y-coordinate limits of the plot.

...

arguments to be passed to methods, such as graphical parameters (see par).

Value

src returns a list of class "src", containing the following components:
callthe matched call.
SRCa data frame containing the estimations of the SRC indices, bias and confidence intervals (if rank = FALSE).
SRRCa data frame containing the estimations of the SRRC indices, bias and confidence intervals (if rank = TRUE).

References

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

Examples

Run this code

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

library(boot)
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 <- src(X, y, nboot = 100)
print(x)
plot(x)