Global Sensitivity Analysis of Model Outputs and Importance Measures
LMG decomposition for linear and logistic regression model...
Monte Carlo Estimation of Sobol' Indices (improved formulas of Mauntz:...
Monte Carlo Estimation of Sobol' Indices (formulas of Janon-Monod)
Kriging-based sensitivity analysis
Monte Carlo Estimation of Sobol' Indices (improved formulas of Jansen ...
Monte Carlo Estimation of Sobol' Indices via matrix permutations
Monte Carlo Estimation of Sobol' Indices (formulas of Martinez (2011))
Monte Carlo Estimation of Aggregated Sobol' Indices for multiple and f...
Monte Carlo Estimation of Sobol' Indices (improved formulas of Owen (2...
First-order sensitivity indices estimation via ranking
Recursive estimation of Sobol' indices
Sobol' indices estimation based on replicated orthogonal arrays
Sobol' Indices Estimation Using Replicated OA-based LHS
Sobol' Indices estimation under inequality constraints
Monte Carlo Estimation of Sobol' Indices based on Saltelli schemes
Flexible sensitivity analysis via ranking / nearest neighbours
Estimation of Sobol' First Order Indices with B-spline Smoothing
Monte Carlo Estimation of Sobol' Indices (formulas of Martinez (2011) ...
Addelman and Kempthorne construction
Correlation Ratio
Decoupling Simulations and Estimations
Distributed Evaluation of Local Sensitivity Analysis
Discrepancy measure
Non-parametric variable significance test based on the empirical proce...
Extended Fourier Amplitude Sensitivity Test
Johnson indices
Johnson-Shapley indices
Maximin criterion
Morris's Elementary Effects Screening Method
Morris's Elementary Effects Screening Method for Multidimensional Outp...
Generate parameter sets
Partial Correlation Coefficients
Perturbed-Law based sensitivity Indices (PLI) for failure probability
Perturbed-Law based sensitivity Indices (PLI) for quantile and simulta...
Perturbed-Law based sensitivity Indices (PLI) for quantile
Perturbed-Law based sensitivity Indices (PLI) for superquantile and si...
Perturbed-Law based sensitivity Indices (PLI) for superquantile
Liu and Owen Estimation of Total Interaction Indices
Support index functions: Measuring the effect of input variables over ...
Data-given proportional marginal effects estimation via nearest-neighb...
Proportional Marginal Variance Decomposition indices for linear and lo...
Squared coefficients computation in generalized chaos
Poincare constants for Derivative-based Global Sensitivity Measures (D...
Optimal Poincare constants for Derivative-based Global Sensitivity Mea...
Quantile-oriented sensitivity analysis
Pick-freeze Estimation of Total Interaction Indices
Sequential Bifurcations
Sensitivity Indices based on Csiszar f-divergence
Sensitivity Indices based on the Hilbert-Schmidt Independence Criterio...
Sensitivity Analysis
Computation of the Shapley effects in the Gaussian linear framework wi...
Computation of the Shapley effects in the linear Gaussian framework
Estimation of Shapley effects by examining all permutations of inputs ...
Estimation of Shapley effects by random permutations of inputs (Agorit...
Data given Shapley effects estimation via nearest-neighbors procedure
Estimation of Shapley effects from data using nearest neighbors method
Monte Carlo Estimation of Sobol' Indices
Monte Carlo Estimation of Sobol' Indices (scheme by Saltelli 2002)
Squared integral estimate
Standardized Regression Coefficients
Support index functions: Measuring the effect of input variables over ...
Replace Values in a Template Text
Tests of Independence based on the Hilbert-Schmidt Independence Criter...
Test Models for Sensitivity Analysis
Truncated distributions
Weight-function to transform an output variable in order to perform Ta...
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.