Computation of Variance-Based Sensitivity Indices
Bratley and Fox (1988) function
Bratley, Fox and Niederreiter (1992) function.
Computation of the S-ersatz discrepancy.
Ishigami function
Load (and install) R packages.
Random metafunction based on \insertCite Becker2020;textualsensobol's ...
Oakley & O'Hagan (2004) function
Pairwise combinations of model inputs with the colour proportional the...
Scatter plots of the model output against the model inputs.
Visualization of the model output uncertainty
Visualization of first, total, second, third and fourth-order Sobol' i...
Display the results obtained with the sobol_indices function.
Display the results obtained with the vars_to function.
sensobol: Computation of Variance-Based Sensitivity Indices
Check convergence of Sobol' indices.
Computation of Sobol' indices for a dummy parameter
Sobol' G function
Computation of Sobol' indices
Creation of the sample matrices
Wrapper around deSolve ode.
STAR-VARS sampling strategy
Computation of VARS Total order index (VARS-TO)
It allows to rapidly compute, bootstrap and plot up to fourth-order Sobol'-based sensitivity indices using several state-of-the-art first and total-order estimators. Sobol' indices can be computed either for models that yield a scalar as a model output or for systems of differential equations. The package also provides a suit of benchmark tests functions and several options to obtain publication-ready figures of the model output uncertainty and sensitivity-related analysis. An overview of the package can be found in Puy et al. (2022) <doi:10.18637/jss.v102.i05>.