quantitative-analysis.rst

Quantitative sensitivity analysis

econsa provides several algorithms for quantitative sensitivity analysis.

Sobol indices

We implement the methods outlined in Kucherenko.2012.

Constributor: Tim Mensinger (timmens)

econsa.kucherenko

Shapley values

We implement the methods outlined in Owen.2014.

Constributor: Linda Maokomatanda (lindamaok899)

econsa.shapley

Quantile based sensitivity measures

We implement the methods outlined in Kucherenko.2019.

Constributor: Yulei Li (Yuleii)

econsa.quantile_measures