R: Global Sensitivity Analysis of Model Outputs and Importance Measures

# Global Sensitivity Analysis of Model Outputs and Importance Measures

## Documentation for package ‘sensitivity’ version 1.31.0

- DESCRIPTION file
- Package NEWS

## Help Pages

A C D E F G H I J L M P Q R S T V W

sensitivity-package | Sensitivity Analysis

## -- A --

addelman_const | Addelman and Kempthorne construction
amandine.fun | Test Models for Sensitivity Analysis
ask | Decoupling Simulations and Estimations
ask.sb | Sequential Bifurcations
ask.sobolGP | Kriging-based sensitivity analysis
ask.sobolrec | Recursive estimation of Sobol' indices
atantemp.fun | Test Models for Sensitivity Analysis

## -- C --

campbell1D.fun | Test Models for Sensitivity Analysis
correlRatio | Correlation Ratio

## -- D --

decoupling | Decoupling Simulations and Estimations
delsa | Distributed Evaluation of Local Sensitivity Analysis
dgumbel.trunc | Truncated distributions
discrepancyCriteria_cplus | Discrepancy measure
dnorm.trunc | Truncated distributions

## -- E --

EPtest | Non-parametric variable significance test based on the empirical process
extract | Decoupling Simulations and Estimations
extract.shapleysobol_knn | Data given Shapley effects estimation via nearest-neighbors procedure
extract.sobolshap_knn | Flexible sensitivity analysis via ranking / nearest neighbours

## -- F --

fast99 | Extended Fourier Amplitude Sensitivity Test
friedman.fun | Test Models for Sensitivity Analysis

## -- G --

ggplot.johnson | Johnson indices
ggplot.johnsonshap | Johnson-Shapley indices
ggplot.pcc | Partial Correlation Coefficients
ggplot.pme_knn | Data-given proportional marginal effects estimation via nearest-neighbors procedure
ggplot.qosa | Quantile-oriented sensitivity analysis
ggplot.sensiFdiv | Sensitivity Indices based on Csiszar f-divergence
ggplot.shapleyPermEx | Estimation of Shapley effects by examining all permutations of inputs (Agorithm of Song et al, 2016), in cases of independent or dependent inputs
ggplot.shapleyPermRand | Estimation of Shapley effects by random permutations of inputs (Agorithm of Song et al, 2016), in cases of independent or dependent inputs
ggplot.shapleysobol_knn | Data given Shapley effects estimation via nearest-neighbors procedure
ggplot.sobol | Monte Carlo Estimation of Sobol' Indices
ggplot.sobol2002 | Monte Carlo Estimation of Sobol' Indices (scheme by Saltelli 2002)
ggplot.sobol2007 | Monte Carlo Estimation of Sobol' Indices (improved formulas of Mauntz: Sobol et al. (2007) and Saltelli et al. (2010))
ggplot.sobolEff | Monte Carlo Estimation of Sobol' Indices (formulas of Janon-Monod)
ggplot.soboljansen | Monte Carlo Estimation of Sobol' Indices (improved formulas of Jansen (1999) and Saltelli et al. (2010))
ggplot.sobolmara | Monte Carlo Estimation of Sobol' Indices via matrix permutations
ggplot.sobolmartinez | Monte Carlo Estimation of Sobol' Indices (formulas of Martinez (2011))
ggplot.sobolMultOut | Monte Carlo Estimation of Aggregated Sobol' Indices for multiple and functional outputs
ggplot.sobolowen | Monte Carlo Estimation of Sobol' Indices (improved formulas of Owen (2013)
ggplot.sobolrank | First-order sensitivity indices estimation via ranking
ggplot.sobolroalhs | Sobol' Indices Estimation Using Replicated OA-based LHS
ggplot.sobolroauc | Sobol' Indices estimation under inequality constraints
ggplot.sobolSalt | Monte Carlo Estimation of Sobol' Indices based on Saltelli schemes
ggplot.sobolshap_knn | Flexible sensitivity analysis via ranking / nearest neighbours
ggplot.sobolTIIlo | Liu and Owen Estimation of Total Interaction Indices
ggplot.sobolTIIpf | Pick-freeze Estimation of Total Interaction Indices
ggplot.soboltouati | Monte Carlo Estimation of Sobol' Indices (formulas of Martinez (2011) and Touati (2016))
ggplot.src | Standardized Regression Coefficients
ggplot.VIM | Variance-based Importance Measures in linear model

## -- H --

heterdisc.fun | Test Models for Sensitivity Analysis

## -- I --

ishigami.fun | Test Models for Sensitivity Analysis

## -- J --

johnson | Johnson indices
johnsonshap | Johnson-Shapley indices

## -- L --

linkletter.fun | Test Models for Sensitivity Analysis
lmg | LMG R-squared decomposition for linear and logistic regression models

## -- M --

matyas.fun | Test Models for Sensitivity Analysis
maximin_cplus | Maximin criterion
morris | Morris's Elementary Effects Screening Method
morris.fun | Test Models for Sensitivity Analysis
morrisMultOut | Morris's Elementary Effects Screening Method for Multidimensional Outputs

## -- P --

parameterSets | Generate parameter sets
pcc | Partial Correlation Coefficients
pgumbel.trunc | Truncated distributions
PLI | Perturbed-Law based sensitivity Indices (PLI) for failure probability
PLIquantile | Perturbed-Law based sensitivity Indices (PLI) for quantile
PLIquantile_multivar | Perturbed-Law based sensitivity Indices (PLI) for quantile and simultaneous perturbations of 2 inputs
PLIsuperquantile | Perturbed-Law based sensitivity Indices (PLI) for superquantile
PLIsuperquantile_multivar | Perturbed-Law based sensitivity Indices (PLI) for superquantile and simultaneous perturbations of 2 inputs
plot | Support index functions: Measuring the effect of input variables over their support
plot.delsa | Distributed Evaluation of Local Sensitivity Analysis
plot.fast99 | Extended Fourier Amplitude Sensitivity Test
plot.johnson | Johnson indices
plot.johnsonshap | Johnson-Shapley indices
plot.lmg | LMG R-squared decomposition for linear and logistic regression models
plot.morris | Morris's Elementary Effects Screening Method
plot.pcc | Partial Correlation Coefficients
plot.pme_knn | Data-given proportional marginal effects estimation via nearest-neighbors procedure
plot.pmvd | Proportional Marginal Variance Decomposition indices for linear and logistic models
plot.qosa | Quantile-oriented sensitivity analysis
plot.sb | Sequential Bifurcations
plot.sensiFdiv | Sensitivity Indices based on Csiszar f-divergence
plot.sensiHSIC | Sensitivity Indices based on the Hilbert-Schmidt Independence Criterion (HSIC)
plot.shapleyPermEx | Estimation of Shapley effects by examining all permutations of inputs (Agorithm of Song et al, 2016), in cases of independent or dependent inputs
plot.shapleyPermRand | Estimation of Shapley effects by random permutations of inputs (Agorithm of Song et al, 2016), in cases of independent or dependent inputs
plot.shapleysobol_knn | Data given Shapley effects estimation via nearest-neighbors procedure
plot.shapleySubsetMc | Estimation of Shapley effects from data using nearest neighbors method
plot.sobol | Monte Carlo Estimation of Sobol' Indices
plot.sobol2002 | Monte Carlo Estimation of Sobol' Indices (scheme by Saltelli 2002)
plot.sobol2007 | Monte Carlo Estimation of Sobol' Indices (improved formulas of Mauntz: Sobol et al. (2007) and Saltelli et al. (2010))
plot.sobolEff | Monte Carlo Estimation of Sobol' Indices (formulas of Janon-Monod)
plot.sobolGP | Kriging-based sensitivity analysis
plot.soboljansen | Monte Carlo Estimation of Sobol' Indices (improved formulas of Jansen (1999) and Saltelli et al. (2010))
plot.sobolmara | Monte Carlo Estimation of Sobol' Indices via matrix permutations
plot.sobolmartinez | Monte Carlo Estimation of Sobol' Indices (formulas of Martinez (2011))
plot.sobolMultOut | Monte Carlo Estimation of Aggregated Sobol' Indices for multiple and functional outputs
plot.sobolowen | Monte Carlo Estimation of Sobol' Indices (improved formulas of Owen (2013)
plot.sobolrank | First-order sensitivity indices estimation via ranking
plot.sobolrec | Recursive estimation of Sobol' indices
plot.sobolrep | Sobol' indices estimation based on replicated orthogonal arrays
plot.sobolroalhs | Sobol' Indices Estimation Using Replicated OA-based LHS
plot.sobolroauc | Sobol' Indices estimation under inequality constraints
plot.sobolSalt | Monte Carlo Estimation of Sobol' Indices based on Saltelli schemes
plot.sobolshap_knn | Flexible sensitivity analysis via ranking / nearest neighbours
plot.sobolTIIlo | Liu and Owen Estimation of Total Interaction Indices
plot.sobolTIIpf | Pick-freeze Estimation of Total Interaction Indices
plot.soboltouati | Monte Carlo Estimation of Sobol' Indices (formulas of Martinez (2011) and Touati (2016))
plot.sobol_knn | Data given Shapley effects estimation via nearest-neighbors procedure
plot.src | Standardized Regression Coefficients
plot.support | Support index functions: Measuring the effect of input variables over their support
plot.testHSIC | Tests of Independence based on the Hilbert-Schmidt Independence Criterion (HSIC)
plot.VIM | Variance-based Importance Measures in linear model
plot3d.morris | Morris's Elementary Effects Screening Method
plotFG | Pick-freeze Estimation of Total Interaction Indices
plotFG.sobolTIIlo | Liu and Owen Estimation of Total Interaction Indices
plotFG.sobolTIIpf | Pick-freeze Estimation of Total Interaction Indices
plotMultOut | Monte Carlo Estimation of Aggregated Sobol' Indices for multiple and functional outputs
plotMultOut.sobol | Monte Carlo Estimation of Sobol' Indices
plotMultOut.sobol2002 | Monte Carlo Estimation of Sobol' Indices (scheme by Saltelli 2002)
plotMultOut.sobol2007 | Monte Carlo Estimation of Sobol' Indices (improved formulas of Mauntz: Sobol et al. (2007) and Saltelli et al. (2010))
plotMultOut.soboljansen | Monte Carlo Estimation of Sobol' Indices (improved formulas of Jansen (1999) and Saltelli et al. (2010))
plotMultOut.sobolmara | Monte Carlo Estimation of Sobol' Indices via matrix permutations
plotMultOut.sobolMultOut | Monte Carlo Estimation of Aggregated Sobol' Indices for multiple and functional outputs
pme_knn | Data-given proportional marginal effects estimation via nearest-neighbors procedure
pmvd | Proportional Marginal Variance Decomposition indices for linear and logistic models
pnorm.trunc | Truncated distributions
PoincareChaosSqCoef | Squared coefficients computation in generalized chaos
PoincareConstant | Poincare constants for Derivative-based Global Sensitivity Measures (DGSM)
PoincareOptimal | Optimal Poincare constants for Derivative-based Global Sensitivity Measures (DGSM)
print.delsa | Distributed Evaluation of Local Sensitivity Analysis
print.fast99 | Extended Fourier Amplitude Sensitivity Test
print.johnson | Johnson indices
print.johnsonshap | Johnson-Shapley indices
print.lmg | LMG R-squared decomposition for linear and logistic regression models
print.morris | Morris's Elementary Effects Screening Method
print.pcc | Partial Correlation Coefficients
print.pme_knn | Data-given proportional marginal effects estimation via nearest-neighbors procedure
print.pmvd | Proportional Marginal Variance Decomposition indices for linear and logistic models
print.qosa | Quantile-oriented sensitivity analysis
print.sb | Sequential Bifurcations
print.sensiFdiv | Sensitivity Indices based on Csiszar f-divergence
print.sensiHSIC | Sensitivity Indices based on the Hilbert-Schmidt Independence Criterion (HSIC)
print.shapleyPermEx | Estimation of Shapley effects by examining all permutations of inputs (Agorithm of Song et al, 2016), in cases of independent or dependent inputs
print.shapleyPermRand | Estimation of Shapley effects by random permutations of inputs (Agorithm of Song et al, 2016), in cases of independent or dependent inputs
print.shapleysobol_knn | Data given Shapley effects estimation via nearest-neighbors procedure
print.sobol | Monte Carlo Estimation of Sobol' Indices
print.sobol2002 | Monte Carlo Estimation of Sobol' Indices (scheme by Saltelli 2002)
print.sobol2007 | Monte Carlo Estimation of Sobol' Indices (improved formulas of Mauntz: Sobol et al. (2007) and Saltelli et al. (2010))
print.sobolEff | Monte Carlo Estimation of Sobol' Indices (formulas of Janon-Monod)
print.sobolGP | Kriging-based sensitivity analysis
print.soboljansen | Monte Carlo Estimation of Sobol' Indices (improved formulas of Jansen (1999) and Saltelli et al. (2010))
print.sobolmara | Monte Carlo Estimation of Sobol' Indices via matrix permutations
print.sobolmartinez | Monte Carlo Estimation of Sobol' Indices (formulas of Martinez (2011))
print.sobolMultOut | Monte Carlo Estimation of Aggregated Sobol' Indices for multiple and functional outputs
print.sobolowen | Monte Carlo Estimation of Sobol' Indices (improved formulas of Owen (2013)
print.sobolrank | First-order sensitivity indices estimation via ranking
print.sobolrec | Recursive estimation of Sobol' indices
print.sobolrep | Sobol' indices estimation based on replicated orthogonal arrays
print.sobolroalhs | Sobol' Indices Estimation Using Replicated OA-based LHS
print.sobolroauc | Sobol' Indices estimation under inequality constraints
print.sobolSalt | Monte Carlo Estimation of Sobol' Indices based on Saltelli schemes
print.sobolshap_knn | Flexible sensitivity analysis via ranking / nearest neighbours
print.sobolTIIlo | Liu and Owen Estimation of Total Interaction Indices
print.sobolTIIpf | Pick-freeze Estimation of Total Interaction Indices
print.soboltouati | Monte Carlo Estimation of Sobol' Indices (formulas of Martinez (2011) and Touati (2016))
print.sobol_knn | Data given Shapley effects estimation via nearest-neighbors procedure
print.src | Standardized Regression Coefficients
print.testHSIC | Tests of Independence based on the Hilbert-Schmidt Independence Criterion (HSIC)
print.VIM | Variance-based Importance Measures in linear model

## -- Q --

qgumbel.trunc | Truncated distributions
qnorm.trunc | Truncated distributions
qosa | Quantile-oriented sensitivity analysis

## -- R --

rgumbel.trunc | Truncated distributions
rnorm.trunc | Truncated distributions

## -- S --

sb | Sequential Bifurcations
scatterplot | Support index functions: Measuring the effect of input variables over their support
scatterplot.support | Support index functions: Measuring the effect of input variables over their support
sensiFdiv | Sensitivity Indices based on Csiszar f-divergence
sensiHSIC | Sensitivity Indices based on the Hilbert-Schmidt Independence Criterion (HSIC)
sensitivity | Sensitivity Analysis
shapleyBlockEstimation | Computation of the Shapley effects in the Gaussian linear framework with an unknown block-diagonal covariance matrix
shapleyBlockEstimationS | Computation of the Shapley effects in the Gaussian linear framework with an unknown block-diagonal covariance matrix
shapleyBlockEstimationX | Computation of the Shapley effects in the Gaussian linear framework with an unknown block-diagonal covariance matrix
shapleyLinearGaussian | Computation of the Shapley effects in the linear Gaussian framework
shapleyPermEx | Estimation of Shapley effects by examining all permutations of inputs (Agorithm of Song et al, 2016), in cases of independent or dependent inputs
shapleyPermRand | Estimation of Shapley effects by random permutations of inputs (Agorithm of Song et al, 2016), in cases of independent or dependent inputs
shapleysobol_knn | Data given Shapley effects estimation via nearest-neighbors procedure
shapleySubsetMc | Estimation of Shapley effects from data using nearest neighbors method
sobol | Monte Carlo Estimation of Sobol' Indices
sobol.fun | Test Models for Sensitivity Analysis
sobol2002 | Monte Carlo Estimation of Sobol' Indices (scheme by Saltelli 2002)
sobol2007 | Monte Carlo Estimation of Sobol' Indices (improved formulas of Mauntz: Sobol et al. (2007) and Saltelli et al. (2010))
sobolEff | Monte Carlo Estimation of Sobol' Indices (formulas of Janon-Monod)
sobolGP | Kriging-based sensitivity analysis
soboljansen | Monte Carlo Estimation of Sobol' Indices (improved formulas of Jansen (1999) and Saltelli et al. (2010))
sobolmara | Monte Carlo Estimation of Sobol' Indices via matrix permutations
sobolmartinez | Monte Carlo Estimation of Sobol' Indices (formulas of Martinez (2011))
sobolMultOut | Monte Carlo Estimation of Aggregated Sobol' Indices for multiple and functional outputs
sobolowen | Monte Carlo Estimation of Sobol' Indices (improved formulas of Owen (2013)
sobolrank | First-order sensitivity indices estimation via ranking
sobolrec | Recursive estimation of Sobol' indices
sobolrep | Sobol' indices estimation based on replicated orthogonal arrays
sobolroalhs | Sobol' Indices Estimation Using Replicated OA-based LHS
sobolroauc | Sobol' Indices estimation under inequality constraints
sobolSalt | Monte Carlo Estimation of Sobol' Indices based on Saltelli schemes
sobolshap_knn | Flexible sensitivity analysis via ranking / nearest neighbours
sobolSmthSpl | Estimation of Sobol' First Order Indices with B-spline Smoothing
sobolTIIlo | Liu and Owen Estimation of Total Interaction Indices
sobolTIIpf | Pick-freeze Estimation of Total Interaction Indices
soboltouati | Monte Carlo Estimation of Sobol' Indices (formulas of Martinez (2011) and Touati (2016))
squaredIntEstim | Squared integral estimate
src | Standardized Regression Coefficients
support | Support index functions: Measuring the effect of input variables over their support

## -- T --

tell | Decoupling Simulations and Estimations
tell.delsa | Distributed Evaluation of Local Sensitivity Analysis
tell.fast99 | Extended Fourier Amplitude Sensitivity Test
tell.morris | Morris's Elementary Effects Screening Method
tell.morrisMultOut | Morris's Elementary Effects Screening Method for Multidimensional Outputs
tell.pme_knn | Data-given proportional marginal effects estimation via nearest-neighbors procedure
tell.qosa | Quantile-oriented sensitivity analysis
tell.sb | Sequential Bifurcations
tell.sensiFdiv | Sensitivity Indices based on Csiszar f-divergence
tell.sensiHSIC | Sensitivity Indices based on the Hilbert-Schmidt Independence Criterion (HSIC)
tell.shapleyPermEx | Estimation of Shapley effects by examining all permutations of inputs (Agorithm of Song et al, 2016), in cases of independent or dependent inputs
tell.shapleyPermRand | Estimation of Shapley effects by random permutations of inputs (Agorithm of Song et al, 2016), in cases of independent or dependent inputs
tell.shapleysobol_knn | Data given Shapley effects estimation via nearest-neighbors procedure
tell.sobol | Monte Carlo Estimation of Sobol' Indices
tell.sobol2002 | Monte Carlo Estimation of Sobol' Indices (scheme by Saltelli 2002)
tell.sobol2007 | Monte Carlo Estimation of Sobol' Indices (improved formulas of Mauntz: Sobol et al. (2007) and Saltelli et al. (2010))
tell.sobolEff | Monte Carlo Estimation of Sobol' Indices (formulas of Janon-Monod)
tell.sobolGP | Kriging-based sensitivity analysis
tell.soboljansen | Monte Carlo Estimation of Sobol' Indices (improved formulas of Jansen (1999) and Saltelli et al. (2010))
tell.sobolmara | Monte Carlo Estimation of Sobol' Indices via matrix permutations
tell.sobolmartinez | Monte Carlo Estimation of Sobol' Indices (formulas of Martinez (2011))
tell.sobolowen | Monte Carlo Estimation of Sobol' Indices (improved formulas of Owen (2013)
tell.sobolrank | First-order sensitivity indices estimation via ranking
tell.sobolrec | Recursive estimation of Sobol' indices
tell.sobolrep | Sobol' indices estimation based on replicated orthogonal arrays
tell.sobolroalhs | Sobol' Indices Estimation Using Replicated OA-based LHS
tell.sobolroauc | Sobol' Indices estimation under inequality constraints
tell.sobolSalt | Monte Carlo Estimation of Sobol' Indices based on Saltelli schemes
tell.sobolshap_knn | Flexible sensitivity analysis via ranking / nearest neighbours
tell.sobolTIIlo | Liu and Owen Estimation of Total Interaction Indices
tell.sobolTIIpf | Pick-freeze Estimation of Total Interaction Indices
tell.soboltouati | Monte Carlo Estimation of Sobol' Indices (formulas of Martinez (2011) and Touati (2016))
template.replace | Replace Values in a Template Text
testHSIC | Tests of Independence based on the Hilbert-Schmidt Independence Criterion (HSIC)
testmodels | Test Models for Sensitivity Analysis
truncateddistrib | Truncated distributions

## -- V --

VIM | Variance-based Importance Measures in linear model

## -- W --

weightTSA | Weight-function to transform an output variable in order to perform Target Sensitivity Analysis (TSA)