EPtest                  Non-parametric variable significance test based
                        on the empirical process
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
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)
VIM                     Variance-based Importance Measures in linear
                        model
addelman_const          Addelman and Kempthorne construction
correlRatio             Correlation Ratio
decoupling              Decoupling Simulations and Estimations
delsa                   Distributed Evaluation of Local Sensitivity
                        Analysis
discrepancyCriteria_cplus
                        Discrepancy measure
fast99                  Extended Fourier Amplitude Sensitivity Test
johnson                 Johnson indices
johnsonshap             Johnson-Shapley indices
lmg                     LMG R-squared decomposition for linear and
                        logistic regression models
maximin_cplus           Maximin criterion
morris                  Morris's Elementary Effects Screening Method
morrisMultOut           Morris's Elementary Effects Screening Method
                        for Multidimensional Outputs
parameterSets           Generate parameter sets
pcc                     Partial Correlation Coefficients
plot.support            Support index functions: Measuring the effect
                        of input variables over their support
pme_knn                 Data-given proportional marginal effects
                        estimation via nearest-neighbors procedure
pmvd                    Proportional Marginal Variance Decomposition
                        indices for linear and logistic models
qosa                    Quantile-oriented sensitivity analysis
sb                      Sequential Bifurcations
sensiFdiv               Sensitivity Indices based on Csiszar
                        f-divergence
sensiHSIC               Sensitivity Indices based on the
                        Hilbert-Schmidt Independence Criterion (HSIC)
sensitivity-package     Sensitivity Analysis
shapleyBlockEstimation
                        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
shapleySubsetMc         Estimation of Shapley effects from data using
                        nearest neighbors method
shapleysobol_knn        Data given Shapley effects estimation via
                        nearest-neighbors procedure
sobol                   Monte Carlo Estimation of Sobol' Indices
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
sobolMultOut            Monte Carlo Estimation of Aggregated Sobol'
                        Indices for multiple and functional outputs
sobolSalt               Monte Carlo Estimation of Sobol' Indices based
                        on Saltelli schemes
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
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))
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
sobolshap_knn           Flexible sensitivity analysis via ranking /
                        nearest neighbours
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
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
weightTSA               Weight-function to transform an output variable
                        in order to perform Target Sensitivity Analysis
                        (TSA)
