R sensitivity package
Global Sensitivity Analysis of Model Outputs.
A collection of functions for factor screening, global sensitivity analysis and robustness 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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Addelman and Kempthorne construction
Decoupling Simulations and Estimations
Kriging-based sensitivity analysis
Recursive estimation of Sobol' indices
Test Models for Sensitivity Analysis
Test Models for Sensitivity Analysis
Decoupling Simulations and Estimations
Distributed Evaluation of Local Sensitivity Analysis
Extended Fourier Amplitude Sensitivity Test
Partial Correlation Coefficients
Sensitivity Indices based on Csiszar f-divergence
Sensitivity Indices based on Hilbert-Schmidt Independence Criterion (HSIC)
Estimation of Shapley effects by examining all permutations of inputs (Agorithm of Song et al, 2016), in cases of independent or dependent inputs
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 Sobol' Indices
Monte Carlo Estimation of Sobol' Indices (scheme by Saltelli 2002)
Monte Carlo Estimation of Sobol' Indices (improved formulas of Mauntz: Sobol et al. (2007) and Saltelli et al. (2010))
Monte Carlo Estimation of Sobol' Indices (formulas of Janon-Monod)
Monte Carlo Estimation of Sobol' Indices (improved formulas of Jansen (1999) and Saltelli et al. (2010))
Monte Carlo Estimation of Sobol' Indices via matrix permutations
Monte Carlo Estimation of Sobol' Indices (formulas of Martinez (2011))
Monte Carlo Estimation of Aggregated Sobol' Indices for multiple and functional outputs
Monte Carlo Estimation of Sobol' Indices (improved formulas of Owen (2013)
First-order sensitivity indices estimation via ranking
Sobol' Indices Estimation Using Replicated OA-based LHS
Sobol' Indices estimation under inequality constraints
Monte Carlo Estimation of Sobol' Indices based on Saltelli schemes
Liu and Owen Estimation of Total Interaction Indices
Pick-freeze Estimation of Total Interaction Indices
Monte Carlo Estimation of Sobol' Indices (formulas of Martinez (2011) and Touati (2016))
Standardized Regression Coefficients
Test Models for Sensitivity Analysis
Test Models for Sensitivity Analysis
Test Models for Sensitivity Analysis
Morris's Elementary Effects Screening Method
Test Models for Sensitivity Analysis
Morris's Elementary Effects Screening Method for Multidimensional Outputs
Partial Correlation Coefficients
Perturbed-Law based sensitivity Indices (PLI) for failure probability
Perturbed-Law based sensitivity Indices (PLI) for quantile
Perturbed-Law based sensitivity Indices (PLI) for quantile and simultaneous perturbations of 2 inputs
Perturbed-Law based sensitivity Indices (PLI) for superquantile
Support index functions: Measuring the effect of input variables over their support
Distributed Evaluation of Local Sensitivity Analysis
Extended Fourier Amplitude Sensitivity Test
Morris's Elementary Effects Screening Method
Partial Correlation Coefficients
Sensitivity Indices based on Csiszar f-divergence
Sensitivity Indices based on Hilbert-Schmidt Independence Criterion (HSIC)
Estimation of Shapley effects by examining all permutations of inputs (Agorithm of Song et al, 2016), in cases of independent or dependent inputs
Estimation of Shapley effects by random permutations of inputs (Agorithm of Song et al, 2016), in cases of independent or dependent inputs
Estimation of Shapley effects from data using nearest neighbors method
Monte Carlo Estimation of Sobol' Indices
Monte Carlo Estimation of Sobol' Indices (scheme by Saltelli 2002)
Monte Carlo Estimation of Sobol' Indices (improved formulas of Mauntz: Sobol et al. (2007) and Saltelli et al. (2010))
Monte Carlo Estimation of Sobol' Indices (formulas of Janon-Monod)
Kriging-based sensitivity analysis
Monte Carlo Estimation of Sobol' Indices (improved formulas of Jansen (1999) and Saltelli et al. (2010))
Monte Carlo Estimation of Sobol' Indices via matrix permutations
Monte Carlo Estimation of Sobol' Indices (formulas of Martinez (2011))
Monte Carlo Estimation of Aggregated Sobol' Indices for multiple and functional outputs
Monte Carlo Estimation of Sobol' Indices (improved formulas of Owen (2013)
First-order sensitivity indices estimation via ranking
Recursive estimation of Sobol' indices
Sobol' indices estimation based on replicated orthogonal arrays
Sobol' Indices Estimation Using Replicated OA-based LHS
Sobol' Indices estimation under inequality constraints
Monte Carlo Estimation of Sobol' Indices based on Saltelli schemes
Liu and Owen Estimation of Total Interaction Indices
Pick-freeze Estimation of Total Interaction Indices
Monte Carlo Estimation of Sobol' Indices (formulas of Martinez (2011) and Touati (2016))
Standardized Regression Coefficients
Support index functions: Measuring the effect of input variables over their support
Morris's Elementary Effects Screening Method
Pick-freeze Estimation of Total Interaction Indices
Liu and Owen Estimation of Total Interaction Indices
Pick-freeze Estimation of Total Interaction Indices
Squared coefficients computation in generalized chaos
Poincare constants for Derivative-based Global Sensitivity Measures (DGSM)
Optimal Poincare constants for Derivative-based Global Sensitivity Measures (DGSM)
Distributed Evaluation of Local Sensitivity Analysis
Extended Fourier Amplitude Sensitivity Test
Morris's Elementary Effects Screening Method
Partial Correlation Coefficients
Sensitivity Indices based on Csiszar f-divergence
Sensitivity Indices based on Hilbert-Schmidt Independence Criterion (HSIC)
Estimation of Shapley effects by examining all permutations of inputs (Agorithm of Song et al, 2016), in cases of independent or dependent inputs
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 Sobol' Indices
Monte Carlo Estimation of Sobol' Indices (scheme by Saltelli 2002)
Monte Carlo Estimation of Sobol' Indices (improved formulas of Mauntz: Sobol et al. (2007) and Saltelli et al. (2010))
Monte Carlo Estimation of Sobol' Indices (formulas of Janon-Monod)
Kriging-based sensitivity analysis
Monte Carlo Estimation of Sobol' Indices (improved formulas of Jansen (1999) and Saltelli et al. (2010))
Monte Carlo Estimation of Sobol' Indices via matrix permutations
Monte Carlo Estimation of Sobol' Indices (formulas of Martinez (2011))
Monte Carlo Estimation of Aggregated Sobol' Indices for multiple and functional outputs
Monte Carlo Estimation of Sobol' Indices (improved formulas of Owen (2013)
First-order sensitivity indices estimation via ranking
Recursive estimation of Sobol' indices
Sobol' indices estimation based on replicated orthogonal arrays
Sobol' Indices Estimation Using Replicated OA-based LHS
Sobol' Indices estimation under inequality constraints
Monte Carlo Estimation of Sobol' Indices based on Saltelli schemes
Liu and Owen Estimation of Total Interaction Indices
Pick-freeze Estimation of Total Interaction Indices
Monte Carlo Estimation of Sobol' Indices (formulas of Martinez (2011) and Touati (2016))
Standardized Regression Coefficients
Support index functions: Measuring the effect of input variables over their support
Support index functions: Measuring the effect of input variables over their support
Sensitivity Indices based on Csiszar f-divergence
Sensitivity Indices based on Hilbert-Schmidt Independence Criterion (HSIC)
Computation of the Shapley effects in the linear Gaussian framework
Estimation of Shapley effects by examining all permutations of inputs (Agorithm of Song et al, 2016), in cases of independent or dependent inputs
Estimation of Shapley effects by random permutations of inputs (Agorithm of Song et al, 2016), in cases of independent or dependent inputs
Estimation of Shapley effects from data using nearest neighbors method
Monte Carlo Estimation of Sobol' Indices
Test Models for Sensitivity Analysis
Monte Carlo Estimation of Sobol' Indices (scheme by Saltelli 2002)
Monte Carlo Estimation of Sobol' Indices (improved formulas of Mauntz: Sobol et al. (2007) and Saltelli et al. (2010))
Monte Carlo Estimation of Sobol' Indices (formulas of Janon-Monod)
Kriging-based sensitivity analysis
Monte Carlo Estimation of Sobol' Indices (improved formulas of Jansen (1999) and Saltelli et al. (2010))
Monte Carlo Estimation of Sobol' Indices via matrix permutations
Monte Carlo Estimation of Sobol' Indices (formulas of Martinez (2011))
Monte Carlo Estimation of Aggregated Sobol' Indices for multiple and functional outputs
Monte Carlo Estimation of Sobol' Indices (improved formulas of Owen (2013)
First-order sensitivity indices estimation via ranking
Recursive estimation of Sobol' indices
Sobol' indices estimation based on replicated orthogonal arrays
Sobol' Indices Estimation Using Replicated OA-based LHS
Sobol' Indices estimation under inequality constraints
Monte Carlo Estimation of Sobol' Indices based on Saltelli schemes
Estimation of Sobol' First Order Indices with B-spline Smoothing
Liu and Owen Estimation of Total Interaction Indices
Pick-freeze Estimation of Total Interaction Indices
Monte Carlo Estimation of Sobol' Indices (formulas of Martinez (2011) and Touati (2016))
Squared integral estimate
Standardized Regression Coefficients
Support index functions: Measuring the effect of input variables over their support
Decoupling Simulations and Estimations
Distributed Evaluation of Local Sensitivity Analysis
Extended Fourier Amplitude Sensitivity Test
Morris's Elementary Effects Screening Method
Morris's Elementary Effects Screening Method for Multidimensional Outputs
Sensitivity Indices based on Csiszar f-divergence
Sensitivity Indices based on Hilbert-Schmidt Independence Criterion (HSIC)
Estimation of Shapley effects by examining all permutations of inputs (Agorithm of Song et al, 2016), in cases of independent or dependent inputs
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 Sobol' Indices
Monte Carlo Estimation of Sobol' Indices (scheme by Saltelli 2002)
Monte Carlo Estimation of Sobol' Indices (improved formulas of Mauntz: Sobol et al. (2007) and Saltelli et al. (2010))
Monte Carlo Estimation of Sobol' Indices (formulas of Janon-Monod)
Kriging-based sensitivity analysis
Monte Carlo Estimation of Sobol' Indices (improved formulas of Jansen (1999) and Saltelli et al. (2010))
Monte Carlo Estimation of Sobol' Indices via matrix permutations
Monte Carlo Estimation of Sobol' Indices (formulas of Martinez (2011))
Monte Carlo Estimation of Sobol' Indices (improved formulas of Owen (2013)
First-order sensitivity indices estimation via ranking
Recursive estimation of Sobol' indices
Sobol' indices estimation based on replicated orthogonal arrays
Sobol' Indices Estimation Using Replicated OA-based LHS
Sobol' Indices estimation under inequality constraints
Monte Carlo Estimation of Sobol' Indices based on Saltelli schemes
Liu and Owen Estimation of Total Interaction Indices
Pick-freeze Estimation of Total Interaction Indices
Monte Carlo Estimation of Sobol' Indices (formulas of Martinez (2011) and Touati (2016))
Replace Values in a Template Text
Test Models for Sensitivity Analysis
Weight-function to transform an output variable in order to perform Target Sensitivity Analysis (TSA)
