Changes in version 1.30.1: o fct johnsonshap() has been corrected and does work now, with bootstrap, argument model=NULL and tell() usage Changes in version 1.30.0: o Nex fct EPtest o New fct johnsonshap() (Warning: does not work yet) Changes in version 1.29.0: o New fct johnson() o Bugs corrected in testHSIC.R concerning some functions' names that have been renamed Changes in version 1.28.1: o Bug corrected in fct parameterSets() o Bugs corrected about all the ggplot.xxx() fcts issues (required by CRAN) o Correction in the tell() fct of sensiHSIC() for direct call Changes in version 1.28.0: o New fct correlratio() o Many bugs corrected in fct sensiHSIC() o Many additional options added in fct sensiHSIC(), especially HSIC-ANOVA indices o New fct testHSIC() for independence testing based on HSIC indices o New benchmark matyas.fun() added in "testmodels.R" Changes in version 1.27.1: o Adding the topic of 'interpretability of machine learning models' in the description of the package o emvd() fct and names have been changed to pmvd() o Several bugs corrected in pme_knn() o R requirements: Changes from 'class()' to 'inherits()' in several fcts o Corrections in parameterSets(), see https://github.com/cran/sensitivity/pull/2 Changes in version 1.27.0: o New fct pme_knn() for proportional marginal effects computation o Addition of an example about visualiz. of perturbed law in PLI() fct Changes in version 1.26.1: o Simplification in shapleyBlockestimation.R and parameter values changes in shapleyBlockestimation.Rd o extract and ggplot functionalities added in shapleysobol_knn() fct o new examples for nice visualizations (via plotCI() of plotrix package) in fcts PLIquantile(), PLIsuperquantile(), PLIquantile_multivar() and PLIsuperquantile_multivar() Changes in version 1.26.0: o New function shapleysobol_knn() which allows optimized and parallelized computations of Shapley effects/Sobol' indices using the nearest-neighbors method. This fct also replicates the same functionalities than sobolshap_knn() that will be removed in a future package's version o \donttest examples have been changed in the .Rd of several functions in order to shorten their execution (because the tests are judged too long by CRAN) o Bug corrected in all PLIxxx() fcts: - conditions (delta != 0) replaced by conditions (delta != mu), mu being the input mean) - pti=phi(lambda[K]) is not recomputed at each bootstrap iteration (causing numerical instabilities) o Bug corrected in PLIquantile_multivar() and PLIsuperquantile_multivar() fcts (conditions "|" instead of "&") o Correction in docs of PLIquantile_multivar() and PLIsuperquantile_multivar() to precise that the delta are perturbed means o In the fct shapleyPermrand(), the test about 'Multiserver queue model' has been suppressed (unsolved bug in Xset) Changes in version 1.25.0: o New function PLIsuperquantile_multivar() o Bootstrap added in PLIquantile_multivar() o Bug corrected in weightTSA() (data structures) o Change in lmg(): new \code{max.iter} argument to increase the maximum number of iterative optimization step for logistic regression o Change in emvd(): - new \code{max.iter} argument to increase the maximum number of iterative optimization step for logistic regression - new \code{tol} argument to detect spurious variables - faster implementation - recursive emvd computation can now be partially done in parallel o Add an example with Gaussian inverse transforms in PLI() fct Changes in version 1.24.1: o Bug for y format in lmg() and emvd(): allow dataframe Changes in version 1.24.0: o New function lmg() for LMG sensitivity indices o New function emvd() for E-MVD sensitivity indices o Package foreach is necessary (Imports) Changes in version 1.23.1: o Bug of tests of sensiHSIC() o Bug in sobolshap_knn() (matrix option in argument U) Changes in version 1.23.0: o New function qosa() computing quantile-oriented sensitivity analysis via the contrast-function formulation o Corrections in sensiHSIC() for - taking into account categorical inputs (and the choice of their hyperparameters) - taking into account multiple outputs when some are categorical o Corrections in sobolshap_knn() for taking into account categorical inputs o Correction in bootstats() relative to the use of sobolrep() fct Changes in version 1.22.2: o Correction in PLIsuperquantile() for "bias=TRUE" & "type=VAR" case o New toy function in testmodels(): Friedman function o New argument 'varoutput' in delsa() in order to be able to take the output variance as the empirical variance from the sample o New argument 'randperm' in sobolshap_knn() in order to use or not random permutations to estimate Shapley effects Changes in version 1.22.1: o Correction in sensiHSIC.R with test.method = "No" in order to not perform the statistical tests o Correction in nested.cpp o Change of colors in shapleyBlockEstimation.Rd Changes in version 1.22.0: o New function shapleyBlockEstimation() o New functionalities in sensiHSIC(): PCA, kernel for categorical inputs and/or outputs, optimization of permutations numbers, convergence plot for p-values, U-stat estimator for conditional HSIC o Corrected plot with new fct plotMultOut() (for ubiquitous Sobol' indices) in sobolMultOut() and associated sobolxxx() fcts o New bootstrap process in PLIquantile() and PLIsuperquantile() via the new argument bootsample Changes in version 1.21.0: o New function sobolshap_knn() (sensitivity analysis via ranking / nearest neighbours) o New functionalities in sensiHISIC(): aggregated HSIC Changes in version 1.20.0: o New functions sobolrep() (Sobol' indices estimation based on replicated orthogonal arrays) and sobolrec() (Recursive estimation of Sobol' indices), which use the new functions addelman_const(), discrepancyCriteria_cplus() and maximin_cplus() (discrepancy and maximin criteria using a C++ implementation) o bootstrap implemented in sobolrank() o New function shapleyLinearGaussian() which computes Shapley effects for linear models with Gaussian inputs o bug corrected in shapleySubsetMc() with the modified line: cost=sum(apply(U,1,function(u) round(Ntot/choose(p,sum(u))/(p-1)))) Changes in version 1.19.0: o New author Sebastien Da veiga o New function sobolrank() o Functions src() and pcc() adapted to work with logistic GLM model (via the new argument logistic = TRUE) o New argument 'title' in ggplot.shapleyPermRand and ggplot.shapleyPermEx o bug solved in shapleyPermEx() in order to compute the CI for the full first order and independent total Sobol' indices o New argument 'noise' to consider noisy observations in shapleySubsetMc() Changes in version 1.18.1: o New argument semi (= TRUE or FALSE) in function pcc() in order to compute semi-partial correlation coefficient (SPCC) o bug (caused by new R version 4.0.0) solved in: - sobolmartinez.R, base.R, morris.R, morris_oat.R and simplex.R (matrix objects now also inherit from class "array") - sobolMultOut.Rd, testmodels.Rd and delsa.Rd (screen devices x11() should not be used in examples) Changes in version 1.18.0: o New function: weightTSA.R in order to perform Target Sensitivity Analysis by transforming the output sample using aspecific weight function o Improvements in sensiHSIC(): 1) for the parameters estimation via the new argument crit.option, 2) for a sequential estimation of the pvalue (independence test based on permutations), 3) new argument target in order to perform Target Sensitivity Analysis o New argument 'bias' in PLIsuperquantile(): "TRUE" gives the previous computation; "FALSE" corrects this computation (the sample points were not weighted by the likelihood ratio when computing the perturbed superquantile) Changes in version 1.17.1: o bug (caused by new R version 4.0.0) solved in morris_oat.R (matrix objects now also inherit from class "array") o exception "multiIndex[inputIndex] == 0 & der" solved in PoincareChaosSqCoef.R o example with given data in sensiHSIc() Changes in version 1.17.0: o New functions: squaredIntEstim.R and PoincareChaosSqCoef.R (which allows to compute the squared coefficients in generalized chaos via Poincare differential operators) o Modification in PoincareOptimal.Rd concerning the returned eigenvalues Changes in version 1.16.3: o Unresolved matrix/array classes related bug on R4.0.0 version in morris.R, morris_oat.R, soboljansen.R, sobolmartinez.R and sobolroalhs.R Examples that do not work have been put in \donttest{} (these examples work in practice) o Resolved bug in plot.soboljansen() and plot.sobolmartinez when dealing with matrice-type model outputs o ylabel changed (from S to PLI) when plotting PLI examples o legends precised (between full and independent Sobol' indices) when plotting Shapley effects Changes in version 1.16.2: o New functionalities in sensiHSIC() function (statistical tests of independence) o Graph legends corrected in sensiHSIC(), sensiFdiv(), sb() and sobolMultOut() functions o Corrected bug in nodeggplot() Changes in version 1.16.1: o New function nodeggplot() (in order to ebautify the plots) o ggplot functions for the following functions: pcc, src, sensiFdiv, sensiHSIC, shapleyPermEx, shapleyPermrand, sobol, sobol2002, sobol2007, sobolEff, soboljansen, sobolmara, sobolmartinez, sobolMultOut, sobolowen, sobolroalhs, sobolroauc, sobolsalt, sobolTIIlo, sobolTIIpf, soboltouati o Functions sobolroalhs() and sobolSalt(): Modifications of plot functions in order to have "XiXj" instead of "Xij"" o New output of function delsa(): Brute values of derivatives o Test case corrected in pcc.Rd Changes in version 1.16.0: o Added functions for calculating Shapley indices from data: shapleySubsetMC() o Added functions for calculating PLI: PLIsuperquantile() and PLIquantile_multivar() o In the 3 PLI functions related to quantiles: - new arguments in order to have the PLI in percentage - the result also contains the perturbed quantiles values - bootstrap confidence intervals can be obtained o Added the toy function heterdisc.fun() Changes in version 1.15.2: o Added functions for Morris method for multidimensional outputs: morrisMultOut() o Added the toy function linkletter.fun() o Change the names of the fcts (dtnorm, ..., dtgumbel, ...) by (dnorm.trunc, ...) (reverse dependency pb with ATmet package). Export now the fcts, documentation entries in truncateddistrib.Rd o Corrected bug: Replace \dontrun by \donttest in all Rd-files o Corrected bug: package triangle is suggested and called in PoincareOptimal.Rd o Function in sobolGPmethods.R and sobolpickfreeze.R have been integrated in sobolGP.R o Detected bug (not corrected) in tell.sobolGP() Unused argument in km(), passed by eval(), update(), tell.sobolGP() ??) => comment in the example of sobolGP.Rd Changes in version 1.15.1: o Functions shapleyPermEx() corrected (confidence intervals) 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()