sensobol-package {sensobol}R Documentation

sensobol: Computation of Variance-Based Sensitivity Indices

Description

It allows to rapidly compute, bootstrap and plot up to third-order Sobol'-based sensitivity indices using several state-of-the-art first and total-order estimators. Sobol' indices can be computed either for models that yield a scalar as a model output or for systems of differential equations. The package also provides a suit of benchmark tests functions and several options to obtain publication-ready figures of the model output uncertainty and sensitivity-related analysis.

Details

A comprehensive empirical study of several total-order estimators included in sensobol can be found in Puy et al. (2021).

Author(s)

Arnald Puy (arnald.puy@pm.me)

Maintainer: Arnald Puy (arnald.puy@pm.me)

References

Puy A, Becker W, Lo Piano S, Saltelli A (2021). “A Comprehensive Comparison of Total-Order Estimators for Global Sensitivity Analysis.” International Journal for Uncertainty Quantification. doi:10.1615/Int.J.UncertaintyQuantification.2021038133.


[Package sensobol version 1.1.5 Index]