Package: sensitivity 1.30.1

sensitivity: Global Sensitivity Analysis of Model Outputs and Importance Measures

A collection of functions for sensitivity analysis of model outputs (factor screening, global sensitivity analysis and robustness analysis), for variable importance measures of data, 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.

Authors:Bertrand Iooss [aut, cre], Sebastien Da Veiga [aut], Alexandre Janon [aut], Gilles Pujol [aut]

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sensitivity.pdf |sensitivity.html
sensitivity/json (API)
NEWS

# Install 'sensitivity' in R:
install.packages('sensitivity', repos = c('https://biooss.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Uses libs:
  • c++– GNU Standard C++ Library v3

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

86 exports 16 stars 3.68 score 78 dependencies 8 dependents 13 mentions 436 scripts 2.2k downloads

Last updated 20 days agofrom:9906c3bf76. Checks:OK: 9. Indexed: yes.

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Doc / VignettesOKAug 29 2024
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Exports:addelman_constaskatantemp.funcampbell1D.funcorrelRatiodelsadgumbel.truncdiscrepancyCriteria_cplusdnorm.truncEPtestextractfast99friedman.funheterdisc.funishigami.funjohnsonjohnsonshaplinkletter.funlmgmatyas.funmaximin_cplusmorrismorris.funmorrisMultOutparameterSetspccpgumbel.truncPLIPLIquantilePLIquantile_multivarPLIsuperquantilePLIsuperquantile_multivarplot3d.morrisplotFGplotMultOutpme_knnpmvdpnorm.truncPoincareChaosSqCoefPoincareConstantPoincareOptimalqgumbel.truncqnorm.truncqosargumbel.truncrnorm.truncsbscatterplotsensiFdivsensiHSICshapleyBlockEstimationSshapleyBlockEstimationXshapleyLinearGaussianshapleyPermExshapleyPermRandshapleysobol_knnshapleySubsetMcsobolsobol.funsobol2002sobol2007sobolEffsobolGPsoboljansensobolmarasobolmartinezsobolMultOutsobolowensobolranksobolrecsobolrepsobolroalhssobolroaucsobolSaltsobolshap_knnsobolSmthSplsobolTIIlosobolTIIpfsoboltouatisquaredIntEstimsrcsupporttelltemplate.replacetestHSICweightTSA

Dependencies:base64encbootbslibcachemclasscliclueclustercodetoolscolorspacecommonmarkcrayondigestdplyrdtwdtwclustfansifarverfastmapflexclustfontawesomeforeachfsgenericsggplot2ggrepelgluegtablehtmltoolshttpuvisobanditeratorsjquerylibjsonlitelabelinglaterlatticelifecyclemagrittrMASSMatrixmemoisemgcvmimemodeltoolsmunsellnlmenumberspillarpkgconfigplyrpromisesproxyR6rappdirsRColorBrewerRcppRcppArmadilloRcppEigenRcppParallelRcppThreadreshape2rlangRSpectrasassscalesshinyshinyjssourcetoolsstringistringrtibbletidyselectutf8vctrsviridisLitewithrxtable

Readme and manuals

Help Manual

Help pageTopics
Sensitivity Analysissensitivity-package sensitivity
Addelman and Kempthorne constructionaddelman_const
Correlation RatiocorrelRatio
Decoupling Simulations and Estimationsask decoupling extract tell
Distributed Evaluation of Local Sensitivity Analysisdelsa plot.delsa print.delsa tell.delsa
Discrepancy measurediscrepancyCriteria_cplus
Non-parametric variable significance test based on the empirical processEPtest
Extended Fourier Amplitude Sensitivity Testfast99 plot.fast99 print.fast99 tell.fast99
Johnson indicesggplot.johnson johnson plot.johnson print.johnson
Johnson-Shapley indicesggplot.johnsonshap johnsonshap plot.johnsonshap print.johnsonshap
LMG R-squared decomposition for linear and logistic regression modelslmg plot.lmg print.lmg
Maximin criterionmaximin_cplus
Morris's Elementary Effects Screening Methodmorris plot.morris plot3d.morris print.morris tell.morris
Morris's Elementary Effects Screening Method for Multidimensional OutputsmorrisMultOut tell.morrisMultOut
Generate parameter setsparameterSets
Partial Correlation Coefficientsggplot.pcc pcc plot.pcc print.pcc
Perturbed-Law based sensitivity Indices (PLI) for failure probabilityPLI
Perturbed-Law based sensitivity Indices (PLI) for quantilePLIquantile
Perturbed-Law based sensitivity Indices (PLI) for quantile and simultaneous perturbations of 2 inputsPLIquantile_multivar
Perturbed-Law based sensitivity Indices (PLI) for superquantilePLIsuperquantile
Perturbed-Law based sensitivity Indices (PLI) for superquantile and simultaneous perturbations of 2 inputsPLIsuperquantile_multivar
Support index functions: Measuring the effect of input variables over their supportplot plot.support scatterplot scatterplot.support
Data-given proportional marginal effects estimation via nearest-neighbors procedureggplot.pme_knn plot.pme_knn pme_knn print.pme_knn tell.pme_knn
Proportional Marginal Variance Decomposition indices for linear and logistic modelsplot.pmvd pmvd print.pmvd
Squared coefficients computation in generalized chaosPoincareChaosSqCoef
Poincare constants for Derivative-based Global Sensitivity Measures (DGSM)PoincareConstant
Optimal Poincare constants for Derivative-based Global Sensitivity Measures (DGSM)PoincareOptimal
Quantile-oriented sensitivity analysisggplot.qosa plot.qosa print.qosa qosa tell.qosa
Sequential Bifurcationsask.sb plot.sb print.sb sb tell.sb
Sensitivity Indices based on Csiszar f-divergenceggplot.sensiFdiv plot.sensiFdiv print.sensiFdiv sensiFdiv tell.sensiFdiv
Sensitivity Indices based on the Hilbert-Schmidt Independence Criterion (HSIC)plot.sensiHSIC print.sensiHSIC sensiHSIC tell.sensiHSIC
Computation of the Shapley effects in the Gaussian linear framework with an unknown block-diagonal covariance matrixshapleyBlockEstimation shapleyBlockEstimationS shapleyBlockEstimationX
Computation of the Shapley effects in the linear Gaussian frameworkshapleyLinearGaussian
Estimation of Shapley effects by examining all permutations of inputs (Agorithm of Song et al, 2016), in cases of independent or dependent inputsggplot.shapleyPermEx plot.shapleyPermEx print.shapleyPermEx shapleyPermEx tell.shapleyPermEx
Estimation of Shapley effects by random permutations of inputs (Agorithm of Song et al, 2016), in cases of independent or dependent inputsggplot.shapleyPermRand plot.shapleyPermRand print.shapleyPermRand shapleyPermRand tell.shapleyPermRand
Data given Shapley effects estimation via nearest-neighbors procedureextract.shapleysobol_knn ggplot.shapleysobol_knn plot.shapleysobol_knn plot.sobol_knn print.shapleysobol_knn print.sobol_knn shapleysobol_knn tell.shapleysobol_knn
Estimation of Shapley effects from data using nearest neighbors methodplot.shapleySubsetMc shapleySubsetMc
Monte Carlo Estimation of Sobol' Indicesggplot.sobol plot.sobol plotMultOut.sobol print.sobol sobol tell.sobol
Monte Carlo Estimation of Sobol' Indices (scheme by Saltelli 2002)ggplot.sobol2002 plot.sobol2002 plotMultOut.sobol2002 print.sobol2002 sobol2002 tell.sobol2002
Monte Carlo Estimation of Sobol' Indices (improved formulas of Mauntz: Sobol et al. (2007) and Saltelli et al. (2010))ggplot.sobol2007 plot.sobol2007 plotMultOut.sobol2007 print.sobol2007 sobol2007 tell.sobol2007
Monte Carlo Estimation of Sobol' Indices (formulas of Janon-Monod)ggplot.sobolEff plot.sobolEff print.sobolEff sobolEff tell.sobolEff
Kriging-based sensitivity analysisask.sobolGP plot.sobolGP print.sobolGP sobolGP tell.sobolGP
Monte Carlo Estimation of Sobol' Indices (improved formulas of Jansen (1999) and Saltelli et al. (2010))ggplot.soboljansen plot.soboljansen plotMultOut.soboljansen print.soboljansen soboljansen tell.soboljansen
Monte Carlo Estimation of Sobol' Indices via matrix permutationsggplot.sobolmara plot.sobolmara plotMultOut.sobolmara print.sobolmara sobolmara tell.sobolmara
Monte Carlo Estimation of Sobol' Indices (formulas of Martinez (2011))ggplot.sobolmartinez plot.sobolmartinez print.sobolmartinez sobolmartinez tell.sobolmartinez
Monte Carlo Estimation of Aggregated Sobol' Indices for multiple and functional outputsggplot.sobolMultOut plot.sobolMultOut plotMultOut plotMultOut.sobolMultOut print.sobolMultOut sobolMultOut
Monte Carlo Estimation of Sobol' Indices (improved formulas of Owen (2013)ggplot.sobolowen plot.sobolowen print.sobolowen sobolowen tell.sobolowen
First-order sensitivity indices estimation via rankingggplot.sobolrank plot.sobolrank print.sobolrank sobolrank tell.sobolrank
Recursive estimation of Sobol' indicesask.sobolrec plot.sobolrec print.sobolrec sobolrec tell.sobolrec
Sobol' indices estimation based on replicated orthogonal arraysplot.sobolrep print.sobolrep sobolrep tell.sobolrep
Sobol' Indices Estimation Using Replicated OA-based LHSggplot.sobolroalhs plot.sobolroalhs print.sobolroalhs sobolroalhs tell.sobolroalhs
Sobol' Indices estimation under inequality constraintsggplot.sobolroauc plot.sobolroauc print.sobolroauc sobolroauc tell.sobolroauc
Monte Carlo Estimation of Sobol' Indices based on Saltelli schemesggplot.sobolSalt plot.sobolSalt print.sobolSalt sobolSalt tell.sobolSalt
Flexible sensitivity analysis via ranking / nearest neighboursextract.sobolshap_knn ggplot.sobolshap_knn plot.sobolshap_knn print.sobolshap_knn sobolshap_knn tell.sobolshap_knn
Estimation of Sobol' First Order Indices with B-spline SmoothingsobolSmthSpl
Liu and Owen Estimation of Total Interaction Indicesggplot.sobolTIIlo plot.sobolTIIlo plotFG.sobolTIIlo print.sobolTIIlo sobolTIIlo tell.sobolTIIlo
Pick-freeze Estimation of Total Interaction Indicesggplot.sobolTIIpf plot.sobolTIIpf plotFG plotFG.sobolTIIpf print.sobolTIIpf sobolTIIpf tell.sobolTIIpf
Monte Carlo Estimation of Sobol' Indices (formulas of Martinez (2011) and Touati (2016))ggplot.soboltouati plot.soboltouati print.soboltouati soboltouati tell.soboltouati
Squared integral estimatesquaredIntEstim
Standardized Regression Coefficientsggplot.src plot.src print.src src
Support index functions: Measuring the effect of input variables over their supportsupport
Replace Values in a Template Texttemplate.replace
Tests of Independence based on the Hilbert-Schmidt Independence Criterion (HSIC)gamma.test.testHSIC mean.nondiag.testHSIC plot.testHSIC print.testHSIC seq.permutation.test.testHSIC testHSIC
Test Models for Sensitivity Analysisatantemp.fun campbell1D.fun friedman.fun heterdisc.fun ishigami.fun linkletter.fun matyas.fun morris.fun sobol.fun testmodels
Truncated distributionsdgumbel.trunc dnorm.trunc pgumbel.trunc pnorm.trunc qgumbel.trunc qnorm.trunc rgumbel.trunc rnorm.trunc truncateddistrib
Weight-function to transform an output variable in order to perform Target Sensitivity Analysis (TSA)weightTSA