sensitivity: Global Sensitivity Analysis of Model Outputs and Importance Measures

A collection of functions for sensitivity analysis of model outputs (factor screening, global sensitivity analysis and robustness analysis), for variable importance measures of data, as well as for interpretability of machine learning models. Most of the functions have to be applied on scalar output, but several functions support multi-dimensional outputs.

Version: 1.30.0
Depends: R (≥ 3.0.0)
Imports: boot, numbers, methods, ggplot2, Rcpp, foreach, dtwclust
LinkingTo: Rcpp, RcppArmadillo
Suggests: condMVNorm, DiceDesign, DiceKriging, doParallel, evd, ggExtra, grid, gplots, gtools, igraph, IncDTW, ks, lattice, MASS, mc2d, mvtnorm, parallel, plotrix, pracma, proxy, randtoolbox, RANN, reshape2, rgl, stringr, triangle, TSP, viridisLite, whitening
Published: 2024-01-21
Author: Bertrand Iooss, Sebastien Da Veiga, Alexandre Janon and Gilles Pujol, with contributions from Baptiste Broto, Khalid Boumhaout, Laura Clouvel, Thibault Delage, Reda El Amri, Jana Fruth, Laurent Gilquin, Joseph Guillaume, Margot Herin, Marouane Il Idrissi, Loic Le Gratiet, Paul Lemaitre, Amandine Marrel, Anouar Meynaoui, Barry L. Nelson, Filippo Monari, Roelof Oomen, Oldrich Rakovec, Bernardo Ramos, Paul Rochet, Olivier Roustant, Gabriel Sarazin, Eunhye Song, Jeremy Staum, Roman Sueur, Taieb Touati, Vanessa Verges, Frank Weber
Maintainer: Bertrand Iooss <biooss at yahoo.fr>
License: GPL-2
NeedsCompilation: yes
Materials: NEWS
In views: DifferentialEquations, Environmetrics
CRAN checks: sensitivity results

Documentation:

Reference manual: sensitivity.pdf

Downloads:

Package source: sensitivity_1.30.0.tar.gz
Windows binaries: r-devel: sensitivity_1.30.0.zip, r-release: sensitivity_1.30.0.zip, r-oldrel: sensitivity_1.30.0.zip
macOS binaries: r-release (arm64): sensitivity_1.30.0.tgz, r-oldrel (arm64): sensitivity_1.30.0.tgz, r-release (x86_64): sensitivity_1.30.0.tgz
Old sources: sensitivity archive

Reverse dependencies:

Reverse depends: fanovaGraph, ODEsensitivity
Reverse imports: LSDsensitivity, multisensi, nlrx, rrepast, SPOTMisc
Reverse suggests: apsimx, BayesianTools, r3PG, tidyfit

Linking:

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