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sensitivity (version 1.28.0)

Global Sensitivity Analysis of Model Outputs

Description

A collection of functions for sensitivity analysis of model outputs (factor screening, global sensitivity analysis and robustness analysis), 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.packages('sensitivity')

Monthly Downloads

2,191

Version

1.28.0

License

GPL-2

Maintainer

Last Published

September 29th, 2022

Functions in sensitivity (1.28.0)

Correlation Ratio

PLIsuperquantile_multivar

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

PoincareOptimal

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

Addelman and Kempthorne construction

PLIsuperquantile

Perturbed-Law based sensitivity Indices (PLI) for superquantile

PoincareChaosSqCoef

Squared coefficients computation in generalized chaos

Perturbed-Law based sensitivity Indices (PLI) for quantile

PoincareConstant

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

PLIquantile_multivar

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

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

Distributed Evaluation of Local Sensitivity Analysis

Morris's Elementary Effects Screening Method for Multidimensional Outputs

Maximin criterion

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

Partial Correlation Coefficients

Extended Fourier Amplitude Sensitivity Test

Generate parameter sets

discrepancyCriteria_cplus

Discrepancy measure

Morris's Elementary Effects Screening Method

Decoupling Simulations and Estimations

Quantile-oriented sensitivity analysis

shapleyBlockEstimation

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

Sequential Bifurcations

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

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

shapleyLinearGaussian

Computation of the Shapley effects in the linear Gaussian framework

Sensitivity Indices based on Csiszar f-divergence

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

Proportional Marginal Variance Decomposition indices for linear and logistic models

sensitivity-package

Sensitivity Analysis

Monte Carlo Estimation of Sobol' Indices

Kriging-based sensitivity analysis

shapleySubsetMc

Estimation of Shapley effects from data using nearest neighbors method

shapleysobol_knn

Data given Shapley effects estimation via nearest-neighbors procedure

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

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

shapleyPermRand

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

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

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

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

Liu and Owen Estimation of Total Interaction Indices

Recursive estimation of Sobol' indices

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

First-order sensitivity indices estimation via ranking

Monte Carlo Estimation of Sobol' Indices via matrix permutations

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

Monte Carlo Estimation of Sobol' Indices based on Saltelli schemes

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

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

Pick-freeze Estimation of Total Interaction Indices

squaredIntEstim

Squared integral estimate

Sobol' indices estimation based on replicated orthogonal arrays

Flexible sensitivity analysis via ranking / nearest neighbours

Sobol' Indices Estimation Using Replicated OA-based LHS

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

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

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

Sobol' Indices estimation under inequality constraints

Standardized Regression Coefficients

template.replace

Replace Values in a Template Text

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

truncateddistrib

Truncated distributions

Test Models for Sensitivity Analysis