Global Sensitivity Analysis of Model Outputs

A collection of functions for factor screening, global sensitivity analysis and reliability sensitivity analysis. Most of the functions have to be applied on model with scalar output, but several functions support multi-dimensional outputs.


Changes in version 1.15.0:

o   Function "sobolCert.R" has been (temporarily) suppressed
(compilation bug unresolved)

o   Function "support.R" has been changed by O. Roustant (new plotting
functionalities are available, as the function "scatterplot")

o   Resolved bug about "sobolmartinez" method (now suppressed) in 
the sobolMultOut() function

o   sobolMultOut() now returns the functional Sobol' indices via
the attributes "Sfct" and "Tfct" of the output object

Changes in version 1.14.0:

o   Added functions for calculating Shapley indices: shapleyPermEx()
and shapleyPermRand()

o   Added function for calculating first order Sobol' indices via
smoothing technique: sobolSmthSpl()

Reference manual

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1.15.0 by Bertrand Iooss, 9 months ago

Browse source code at

Authors: Gilles Pujol, Bertrand Iooss, Alexandre Janon with contributions from Khalid Boumhaout, Sebastien Da Veiga, Thibault Delage, Jana Fruth, Laurent Gilquin, Joseph Guillaume, Loic Le Gratiet, Paul Lemaitre, Barry L. Nelson, Filippo Monari, Roelof Oomen, Bernardo Ramos, Olivier Roustant, Eunhye Song, Jeremy Staum, Taieb Touati, Frank Weber

Documentation:   PDF Manual  

Task views: Analysis of Ecological and Environmental Data

GPL-2 license

Imports boot, methods

Suggests condMVNorm, DiceDesign, DiceKriging, evd, fanovaGraph, ggplot2, ggExtra, gtools, igraph, ks, mc2d, mvtnorm, numbers, parallel, pracma, randtoolbox, reshape2, rgl

Imported by LSDsensitivity, multisensi, rrepast.

Depended on by ATmet, ODEsensitivity, fanovaGraph, mtk.

Suggested by BayesianTools, GNE, pse.

See at CRAN