gsaot1.1.1 package

Compute Global Sensitivity Analysis Indices Using Optimal Transport

ishi_homma_fun

Ishigami-Homma function evaluation

ot_indices_1d

Estimate optimal transport indices on one dimensional outputs

ot_indices_smap

Estimate sensitivity maps using optimal transport indices

ot_indices_wb

Estimate Wasserstein-Bures approximation of the optimal transport solu...

ot_indices

Estimate optimal transport sensitivity indices for generic outputs

plot_comparison

Compare sensitivity indices across methods

gaussian_fun

Multivariate Gaussian linear model evaluation

irrelevance_threshold

Irrelevance threshold for optimal transport sensitivity indices

confint.gsaot_indices

Compute confidence intervals for sensitivity indices

entropic_bound

Entropic lower bounds for entropic optimal transport sensitivity indic...

plot_separations

Plot optimal transport local separations

plot.gsaot_indices

Plot optimal transport sensitivity indices

print.gsaot_indices

Print optimal transport sensitivity indices information

sobol_fun

Sobol G function evaluation

summary.gsaot_indices

Summary method for gsaot_indices objects

Download source packageRead PDF manual

Computing Global Sensitivity Indices from given data using Optimal Transport, as defined in Borgonovo et al (2024) <doi:10.1287/mnsc.2023.01796>. You provide an input sample, an output sample, decide the algorithm, and compute the indices.

  • Maintainer: Leonardo Chiani
  • License: GPL (>= 3)
  • Last published: 2025-09-17

Useful links