Sensitivity Analysis Tools for LSD Simulations
Elementary effects sensitivity analysis
Stationarity and ergodicity tests
Fit a Kriging meta-model to a LSD model sample data
tools:::Rd_package_title("LSDsensitivity")
Find maximum and minimum meta-model responses
Predict meta-model response at given point(s)
Find optimal meta-model factor settings
Fit a polynomial meta-model to a LSD model sample data
Read a set of experimental data from a LSD model
Generate the meta-model 3D response surface data
Sobol variance decomposition sensitivity analysis
Unimodality and symmetry tests
Tools for sensitivity analysis of LSD simulation models. Reads object-oriented data produced by LSD simulation models and performs screening and global sensitivity analysis (Sobol decomposition method, Saltelli et al. (2008) ISBN:9780470725177). A Kriging or polynomial meta-model (Kleijnen (2009) <doi:10.1016/j.ejor.2007.10.013>) is estimated using the simulation data to provide the data required by the Sobol decomposition. LSD (Laboratory for Simulation Development) is free software developed by Marco Valente and Marcelo C. Pereira (documentation and downloads available at <https://www.labsimdev.org/>).