Global Sensitivity Analysis of Model Outputs and Importance Measures

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Documentation for package ‘sensitivity’ version 1.30.0

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A C D E F G H I J L M P Q R S T W

sensitivity-package Sensitivity Analysis

-- A --

addelman_const Addelman and Kempthorne construction
ask Decoupling Simulations and Estimations
ask.sb Sequential Bifurcations
ask.sobolGP Kriging-based sensitivity analysis
ask.sobolrec Recursive estimation of Sobol' indices
atantemp.fun Test Models for Sensitivity Analysis

-- C --

campbell1D.fun Test Models for Sensitivity Analysis
correlRatio Correlation Ratio

-- D --

decoupling Decoupling Simulations and Estimations
delsa Distributed Evaluation of Local Sensitivity Analysis
dgumbel.trunc Truncated distributions
discrepancyCriteria_cplus Discrepancy measure
dnorm.trunc Truncated distributions

-- E --

EPtest Non-parametric variable significance test based on the empirical process
extract Decoupling Simulations and Estimations
extract.shapleysobol_knn Data given Shapley effects estimation via nearest-neighbors procedure
extract.sobolshap_knn Flexible sensitivity analysis via ranking / nearest neighbours

-- F --

fast99 Extended Fourier Amplitude Sensitivity Test
friedman.fun Test Models for Sensitivity Analysis

-- G --

gamma.test.testHSIC Tests of Independence based on the Hilbert-Schmidt Independence Criterion (HSIC)
ggplot.johnson Johnson indices
ggplot.johnsonshap Johnson-Shapley indices
ggplot.pcc Partial Correlation Coefficients
ggplot.pme_knn Data-given proportional marginal effects estimation via nearest-neighbors procedure
ggplot.qosa Quantile-oriented sensitivity analysis
ggplot.sensiFdiv Sensitivity Indices based on Csiszar f-divergence
ggplot.shapleyPermEx Estimation of Shapley effects by examining all permutations of inputs (Agorithm of Song et al, 2016), in cases of independent or dependent inputs
ggplot.shapleyPermRand Estimation of Shapley effects by random permutations of inputs (Agorithm of Song et al, 2016), in cases of independent or dependent inputs
ggplot.shapleysobol_knn Data given Shapley effects estimation via nearest-neighbors procedure
ggplot.sobol Monte Carlo Estimation of Sobol' Indices
ggplot.sobol2002 Monte Carlo Estimation of Sobol' Indices (scheme by Saltelli 2002)
ggplot.sobol2007 Monte Carlo Estimation of Sobol' Indices (improved formulas of Mauntz: Sobol et al. (2007) and Saltelli et al. (2010))
ggplot.sobolEff Monte Carlo Estimation of Sobol' Indices (formulas of Janon-Monod)
ggplot.soboljansen Monte Carlo Estimation of Sobol' Indices (improved formulas of Jansen (1999) and Saltelli et al. (2010))
ggplot.sobolmara Monte Carlo Estimation of Sobol' Indices via matrix permutations
ggplot.sobolmartinez Monte Carlo Estimation of Sobol' Indices (formulas of Martinez (2011))
ggplot.sobolMultOut Monte Carlo Estimation of Aggregated Sobol' Indices for multiple and functional outputs
ggplot.sobolowen Monte Carlo Estimation of Sobol' Indices (improved formulas of Owen (2013)
ggplot.sobolrank First-order sensitivity indices estimation via ranking
ggplot.sobolroalhs Sobol' Indices Estimation Using Replicated OA-based LHS
ggplot.sobolroauc Sobol' Indices estimation under inequality constraints
ggplot.sobolSalt Monte Carlo Estimation of Sobol' Indices based on Saltelli schemes
ggplot.sobolshap_knn Flexible sensitivity analysis via ranking / nearest neighbours
ggplot.sobolTIIlo Liu and Owen Estimation of Total Interaction Indices
ggplot.sobolTIIpf Pick-freeze Estimation of Total Interaction Indices
ggplot.soboltouati Monte Carlo Estimation of Sobol' Indices (formulas of Martinez (2011) and Touati (2016))
ggplot.src Standardized Regression Coefficients

-- H --

heterdisc.fun Test Models for Sensitivity Analysis

-- I --

ishigami.fun Test Models for Sensitivity Analysis

-- J --

johnson Johnson indices
johnsonshap Johnson-Shapley indices

-- L --

linkletter.fun Test Models for Sensitivity Analysis
lmg LMG R-squared decomposition for linear and logistic regression models

-- M --

matyas.fun Test Models for Sensitivity Analysis
maximin_cplus Maximin criterion
mean.nondiag.testHSIC Tests of Independence based on the Hilbert-Schmidt Independence Criterion (HSIC)
morris Morris's Elementary Effects Screening Method
morris.fun Test Models for Sensitivity Analysis
morrisMultOut Morris's Elementary Effects Screening Method for Multidimensional Outputs

-- P --

parameterSets Generate parameter sets
pcc Partial Correlation Coefficients
pgumbel.trunc Truncated distributions
PLI Perturbed-Law based sensitivity Indices (PLI) for failure probability
PLIquantile Perturbed-Law based sensitivity Indices (PLI) for quantile
PLIquantile_multivar Perturbed-Law based sensitivity Indices (PLI) for quantile and simultaneous perturbations of 2 inputs
PLIsuperquantile Perturbed-Law based sensitivity Indices (PLI) for superquantile
PLIsuperquantile_multivar Perturbed-Law based sensitivity Indices (PLI) for superquantile and simultaneous perturbations of 2 inputs
plot Support index functions: Measuring the effect of input variables over their support
plot.delsa Distributed Evaluation of Local Sensitivity Analysis
plot.fast99 Extended Fourier Amplitude Sensitivity Test
plot.johnson Johnson indices
plot.johnsonshap Johnson-Shapley indices
plot.lmg LMG R-squared decomposition for linear and logistic regression models
plot.morris Morris's Elementary Effects Screening Method
plot.pcc Partial Correlation Coefficients
plot.pme_knn Data-given proportional marginal effects estimation via nearest-neighbors procedure
plot.pmvd Proportional Marginal Variance Decomposition indices for linear and logistic models
plot.qosa Quantile-oriented sensitivity analysis
plot.sb Sequential Bifurcations
plot.sensiFdiv Sensitivity Indices based on Csiszar f-divergence
plot.sensiHSIC Sensitivity Indices based on the Hilbert-Schmidt Independence Criterion (HSIC)
plot.shapleyPermEx Estimation of Shapley effects by examining all permutations of inputs (Agorithm of Song et al, 2016), in cases of independent or dependent inputs
plot.shapleyPermRand Estimation of Shapley effects by random permutations of inputs (Agorithm of Song et al, 2016), in cases of independent or dependent inputs
plot.shapleysobol_knn Data given Shapley effects estimation via nearest-neighbors procedure
plot.shapleySubsetMc Estimation of Shapley effects from data using nearest neighbors method
plot.sobol Monte Carlo Estimation of Sobol' Indices
plot.sobol2002 Monte Carlo Estimation of Sobol' Indices (scheme by Saltelli 2002)
plot.sobol2007 Monte Carlo Estimation of Sobol' Indices (improved formulas of Mauntz: Sobol et al. (2007) and Saltelli et al. (2010))
plot.sobolEff Monte Carlo Estimation of Sobol' Indices (formulas of Janon-Monod)
plot.sobolGP Kriging-based sensitivity analysis
plot.soboljansen Monte Carlo Estimation of Sobol' Indices (improved formulas of Jansen (1999) and Saltelli et al. (2010))
plot.sobolmara Monte Carlo Estimation of Sobol' Indices via matrix permutations
plot.sobolmartinez Monte Carlo Estimation of Sobol' Indices (formulas of Martinez (2011))
plot.sobolMultOut Monte Carlo Estimation of Aggregated Sobol' Indices for multiple and functional outputs
plot.sobolowen Monte Carlo Estimation of Sobol' Indices (improved formulas of Owen (2013)
plot.sobolrank First-order sensitivity indices estimation via ranking
plot.sobolrec Recursive estimation of Sobol' indices
plot.sobolrep Sobol' indices estimation based on replicated orthogonal arrays
plot.sobolroalhs Sobol' Indices Estimation Using Replicated OA-based LHS
plot.sobolroauc Sobol' Indices estimation under inequality constraints
plot.sobolSalt Monte Carlo Estimation of Sobol' Indices based on Saltelli schemes
plot.sobolshap_knn Flexible sensitivity analysis via ranking / nearest neighbours
plot.sobolTIIlo Liu and Owen Estimation of Total Interaction Indices
plot.sobolTIIpf Pick-freeze Estimation of Total Interaction Indices
plot.soboltouati Monte Carlo Estimation of Sobol' Indices (formulas of Martinez (2011) and Touati (2016))
plot.sobol_knn Data given Shapley effects estimation via nearest-neighbors procedure
plot.src Standardized Regression Coefficients
plot.support Support index functions: Measuring the effect of input variables over their support
plot.testHSIC Tests of Independence based on the Hilbert-Schmidt Independence Criterion (HSIC)
plot3d.morris Morris's Elementary Effects Screening Method
plotFG Pick-freeze Estimation of Total Interaction Indices
plotFG.sobolTIIlo Liu and Owen Estimation of Total Interaction Indices
plotFG.sobolTIIpf Pick-freeze Estimation of Total Interaction Indices
plotMultOut Monte Carlo Estimation of Aggregated Sobol' Indices for multiple and functional outputs
plotMultOut.sobol Monte Carlo Estimation of Sobol' Indices
plotMultOut.sobol2002 Monte Carlo Estimation of Sobol' Indices (scheme by Saltelli 2002)
plotMultOut.sobol2007 Monte Carlo Estimation of Sobol' Indices (improved formulas of Mauntz: Sobol et al. (2007) and Saltelli et al. (2010))
plotMultOut.soboljansen Monte Carlo Estimation of Sobol' Indices (improved formulas of Jansen (1999) and Saltelli et al. (2010))
plotMultOut.sobolmara Monte Carlo Estimation of Sobol' Indices via matrix permutations
plotMultOut.sobolMultOut Monte Carlo Estimation of Aggregated Sobol' Indices for multiple and functional outputs
pme_knn Data-given proportional marginal effects estimation via nearest-neighbors procedure
pmvd Proportional Marginal Variance Decomposition indices for linear and logistic models
pnorm.trunc Truncated distributions
PoincareChaosSqCoef Squared coefficients computation in generalized chaos
PoincareConstant Poincare constants for Derivative-based Global Sensitivity Measures (DGSM)
PoincareOptimal Optimal Poincare constants for Derivative-based Global Sensitivity Measures (DGSM)
print.delsa Distributed Evaluation of Local Sensitivity Analysis
print.fast99 Extended Fourier Amplitude Sensitivity Test
print.johnson Johnson indices
print.johnsonshap Johnson-Shapley indices
print.lmg LMG R-squared decomposition for linear and logistic regression models
print.morris Morris's Elementary Effects Screening Method
print.pcc Partial Correlation Coefficients
print.pme_knn Data-given proportional marginal effects estimation via nearest-neighbors procedure
print.pmvd Proportional Marginal Variance Decomposition indices for linear and logistic models
print.qosa Quantile-oriented sensitivity analysis
print.sb Sequential Bifurcations
print.sensiFdiv Sensitivity Indices based on Csiszar f-divergence
print.sensiHSIC Sensitivity Indices based on the Hilbert-Schmidt Independence Criterion (HSIC)
print.shapleyPermEx Estimation of Shapley effects by examining all permutations of inputs (Agorithm of Song et al, 2016), in cases of independent or dependent inputs
print.shapleyPermRand Estimation of Shapley effects by random permutations of inputs (Agorithm of Song et al, 2016), in cases of independent or dependent inputs
print.shapleysobol_knn Data given Shapley effects estimation via nearest-neighbors procedure
print.sobol Monte Carlo Estimation of Sobol' Indices
print.sobol2002 Monte Carlo Estimation of Sobol' Indices (scheme by Saltelli 2002)
print.sobol2007 Monte Carlo Estimation of Sobol' Indices (improved formulas of Mauntz: Sobol et al. (2007) and Saltelli et al. (2010))
print.sobolEff Monte Carlo Estimation of Sobol' Indices (formulas of Janon-Monod)
print.sobolGP Kriging-based sensitivity analysis
print.soboljansen Monte Carlo Estimation of Sobol' Indices (improved formulas of Jansen (1999) and Saltelli et al. (2010))
print.sobolmara Monte Carlo Estimation of Sobol' Indices via matrix permutations
print.sobolmartinez Monte Carlo Estimation of Sobol' Indices (formulas of Martinez (2011))
print.sobolMultOut Monte Carlo Estimation of Aggregated Sobol' Indices for multiple and functional outputs
print.sobolowen Monte Carlo Estimation of Sobol' Indices (improved formulas of Owen (2013)
print.sobolrank First-order sensitivity indices estimation via ranking
print.sobolrec Recursive estimation of Sobol' indices
print.sobolrep Sobol' indices estimation based on replicated orthogonal arrays
print.sobolroalhs Sobol' Indices Estimation Using Replicated OA-based LHS
print.sobolroauc Sobol' Indices estimation under inequality constraints
print.sobolSalt Monte Carlo Estimation of Sobol' Indices based on Saltelli schemes
print.sobolshap_knn Flexible sensitivity analysis via ranking / nearest neighbours
print.sobolTIIlo Liu and Owen Estimation of Total Interaction Indices
print.sobolTIIpf Pick-freeze Estimation of Total Interaction Indices
print.soboltouati Monte Carlo Estimation of Sobol' Indices (formulas of Martinez (2011) and Touati (2016))
print.sobol_knn Data given Shapley effects estimation via nearest-neighbors procedure
print.src Standardized Regression Coefficients
print.testHSIC Tests of Independence based on the Hilbert-Schmidt Independence Criterion (HSIC)

-- Q --

qgumbel.trunc Truncated distributions
qnorm.trunc Truncated distributions
qosa Quantile-oriented sensitivity analysis

-- R --

rgumbel.trunc Truncated distributions
rnorm.trunc Truncated distributions

-- S --

sb Sequential Bifurcations
scatterplot Support index functions: Measuring the effect of input variables over their support
scatterplot.support Support index functions: Measuring the effect of input variables over their support
sensiFdiv Sensitivity Indices based on Csiszar f-divergence
sensiHSIC Sensitivity Indices based on the Hilbert-Schmidt Independence Criterion (HSIC)
sensitivity Sensitivity Analysis
seq.permutation.test.testHSIC Tests of Independence based on the Hilbert-Schmidt Independence Criterion (HSIC)
shapleyBlockEstimation Computation of the Shapley effects in the Gaussian linear framework with an unknown block-diagonal covariance matrix
shapleyBlockEstimationS Computation of the Shapley effects in the Gaussian linear framework with an unknown block-diagonal covariance matrix
shapleyBlockEstimationX Computation of the Shapley effects in the Gaussian linear framework with an unknown block-diagonal covariance matrix
shapleyLinearGaussian Computation of the Shapley effects in the linear Gaussian framework
shapleyPermEx 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
shapleysobol_knn Data given Shapley effects estimation via nearest-neighbors procedure
shapleySubsetMc Estimation of Shapley effects from data using nearest neighbors method
sobol Monte Carlo Estimation of Sobol' Indices
sobol.fun Test Models for Sensitivity Analysis
sobol2002 Monte Carlo Estimation of Sobol' Indices (scheme by Saltelli 2002)
sobol2007 Monte Carlo Estimation of Sobol' Indices (improved formulas of Mauntz: Sobol et al. (2007) and Saltelli et al. (2010))
sobolEff Monte Carlo Estimation of Sobol' Indices (formulas of Janon-Monod)
sobolGP Kriging-based sensitivity analysis
soboljansen Monte Carlo Estimation of Sobol' Indices (improved formulas of Jansen (1999) and Saltelli et al. (2010))
sobolmara Monte Carlo Estimation of Sobol' Indices via matrix permutations
sobolmartinez Monte Carlo Estimation of Sobol' Indices (formulas of Martinez (2011))
sobolMultOut Monte Carlo Estimation of Aggregated Sobol' Indices for multiple and functional outputs
sobolowen Monte Carlo Estimation of Sobol' Indices (improved formulas of Owen (2013)
sobolrank First-order sensitivity indices estimation via ranking
sobolrec Recursive estimation of Sobol' indices
sobolrep Sobol' indices estimation based on replicated orthogonal arrays
sobolroalhs Sobol' Indices Estimation Using Replicated OA-based LHS
sobolroauc Sobol' Indices estimation under inequality constraints
sobolSalt Monte Carlo Estimation of Sobol' Indices based on Saltelli schemes
sobolshap_knn Flexible sensitivity analysis via ranking / nearest neighbours
sobolSmthSpl Estimation of Sobol' First Order Indices with B-spline Smoothing
sobolTIIlo Liu and Owen Estimation of Total Interaction Indices
sobolTIIpf Pick-freeze Estimation of Total Interaction Indices
soboltouati Monte Carlo Estimation of Sobol' Indices (formulas of Martinez (2011) and Touati (2016))
squaredIntEstim Squared integral estimate
src Standardized Regression Coefficients
support Support index functions: Measuring the effect of input variables over their support

-- T --

tell Decoupling Simulations and Estimations
tell.delsa Distributed Evaluation of Local Sensitivity Analysis
tell.fast99 Extended Fourier Amplitude Sensitivity Test
tell.morris Morris's Elementary Effects Screening Method
tell.morrisMultOut Morris's Elementary Effects Screening Method for Multidimensional Outputs
tell.pme_knn Data-given proportional marginal effects estimation via nearest-neighbors procedure
tell.qosa Quantile-oriented sensitivity analysis
tell.sb Sequential Bifurcations
tell.sensiFdiv Sensitivity Indices based on Csiszar f-divergence
tell.sensiHSIC Sensitivity Indices based on the Hilbert-Schmidt Independence Criterion (HSIC)
tell.shapleyPermEx Estimation of Shapley effects by examining all permutations of inputs (Agorithm of Song et al, 2016), in cases of independent or dependent inputs
tell.shapleyPermRand Estimation of Shapley effects by random permutations of inputs (Agorithm of Song et al, 2016), in cases of independent or dependent inputs
tell.shapleysobol_knn Data given Shapley effects estimation via nearest-neighbors procedure
tell.sobol Monte Carlo Estimation of Sobol' Indices
tell.sobol2002 Monte Carlo Estimation of Sobol' Indices (scheme by Saltelli 2002)
tell.sobol2007 Monte Carlo Estimation of Sobol' Indices (improved formulas of Mauntz: Sobol et al. (2007) and Saltelli et al. (2010))
tell.sobolEff Monte Carlo Estimation of Sobol' Indices (formulas of Janon-Monod)
tell.sobolGP Kriging-based sensitivity analysis
tell.soboljansen Monte Carlo Estimation of Sobol' Indices (improved formulas of Jansen (1999) and Saltelli et al. (2010))
tell.sobolmara Monte Carlo Estimation of Sobol' Indices via matrix permutations
tell.sobolmartinez Monte Carlo Estimation of Sobol' Indices (formulas of Martinez (2011))
tell.sobolowen Monte Carlo Estimation of Sobol' Indices (improved formulas of Owen (2013)
tell.sobolrank First-order sensitivity indices estimation via ranking
tell.sobolrec Recursive estimation of Sobol' indices
tell.sobolrep Sobol' indices estimation based on replicated orthogonal arrays
tell.sobolroalhs Sobol' Indices Estimation Using Replicated OA-based LHS
tell.sobolroauc Sobol' Indices estimation under inequality constraints
tell.sobolSalt Monte Carlo Estimation of Sobol' Indices based on Saltelli schemes
tell.sobolshap_knn Flexible sensitivity analysis via ranking / nearest neighbours
tell.sobolTIIlo Liu and Owen Estimation of Total Interaction Indices
tell.sobolTIIpf Pick-freeze Estimation of Total Interaction Indices
tell.soboltouati Monte Carlo Estimation of Sobol' Indices (formulas of Martinez (2011) and Touati (2016))
template.replace Replace Values in a Template Text
testHSIC Tests of Independence based on the Hilbert-Schmidt Independence Criterion (HSIC)
testmodels Test Models for Sensitivity Analysis
truncateddistrib Truncated distributions

-- W --

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