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()