gsaot0.1.0 package

Compute Global Sensitivity Analysis Indices Using Optimal Transport

lower_bound

Calculate lower bounds for Optimal Transport sensitivity indices

ot_indices_1d

Evaluate Optimal Transport indices on one dimensional outputs

ot_indices_smap

Evaluate sensitivity maps using Optimal Transport indices

ot_indices_wb

Evaluate Wasserstein-Bures approximation of the Optimal Transport solu...

ot_indices

Calculate Optimal Transport sensitivity indices for multivariate y

plot_inner_stats

Plot Optimal Transport inner statistics

plot.gsaot_indices

Plot Optimal Transport sensitivity indices

print.gsaot_indices

Print Optimal Transport Sensitivity indices information

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: 2025-01-10

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