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Sensitivity Analysis Library (SALib) | ||
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Python implementations of commonly used sensitivity analysis methods. | ||
Useful in systems modeling to calculate the effects of model inputs or | ||
exogenous factors on outputs of interest. | ||
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**Documentation:** `ReadTheDocs <http://salib.readthedocs.org>`__ | ||
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**Requirements:** `NumPy <http://www.numpy.org/>`__, | ||
`SciPy <http://www.scipy.org/>`__, | ||
`matplotlib <http://matplotlib.org/>`__, | ||
`pandas <http://https://pandas.pydata.org/>`__, | ||
Python 3 (from SALib v1.2 onwards SALib does not officially support Python 2) | ||
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**Installation:** ``pip install SALib`` or ``python setup.py install`` or ``conda install SALib`` | ||
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**Build Status:** |Build Status| **Test Coverage:** |Coverage Status| | ||
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**SALib Paper:** |status| | ||
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``Herman, J., Usher, W., (2017), SALib: An open-source Python library for Sensitivity Analysis, Journal of Open Source Software, 2(9), 97, doi:10.21105/joss.00097`` | ||
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**Methods included:** | ||
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* Sobol Sensitivity Analysis (`Sobol 2001 <http://www.sciencedirect.com/science/article/pii/S0378475400002706>`__, | ||
`Saltelli 2002 <http://www.sciencedirect.com/science/article/pii/S0010465502002801>`__, | ||
`Saltelli et al. 2010 <http://www.sciencedirect.com/science/article/pii/S0010465509003087>`__) | ||
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* Method of Morris, including groups and optimal trajectories (`Morris | ||
1991 <http://www.tandfonline.com/doi/abs/10.1080/00401706.1991.10484804>`__, | ||
`Campolongo et al. 2007 <http://www.sciencedirect.com/science/article/pii/S1364815206002805>`__) | ||
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* Fourier Amplitude Sensitivity Test (FAST) (`Cukier et al. 1973 <http://scitation.aip.org/content/aip/journal/jcp/59/8/10.1063/1.1680571>`__, | ||
`Saltelli et al. 1999 <http://amstat.tandfonline.com/doi/abs/10.1080/00401706.1999.10485594>`__) | ||
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* Random Balance Designs - Fourier Amplitude Sensitivity Test (RBD-FAST) (`Tarantola et al. 2006 <https://hal.archives-ouvertes.fr/hal-01065897/file/Tarantola06RESS_HAL.pdf>`__, | ||
`Plischke 2010 <https://doi.org/10.1016/j.ress.2009.11.005>`__, | ||
`Tissot et al. 2012 <https://doi.org/10.1016/j.ress.2012.06.010>`__) | ||
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* Delta | ||
Moment-Independent Measure (`Borgonovo 2007 <http://www.sciencedirect.com/science/article/pii/S0951832006000883>`__, | ||
`Plischke et al. 2013 <http://www.sciencedirect.com/science/article/pii/S0377221712008995>`__) | ||
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* Derivative-based Global Sensitivity Measure (DGSM) (`Sobol and | ||
Kucherenko 2009 <http://www.sciencedirect.com/science/article/pii/S0378475409000354>`__) | ||
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* Fractional Factorial Sensitivity Analysis | ||
(`Saltelli et al. 2008 <http://www.wiley.com/WileyCDA/WileyTitle/productCd-0470059974.html>`__) | ||
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**Contributing:** see `here <CONTRIBUTING.md>`__ | ||
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Quick Start | ||
~~~~~~~~~~~ | ||
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.. code:: python | ||
from SALib.sample import saltelli | ||
from SALib.analyze import sobol | ||
from SALib.test_functions import Ishigami | ||
import numpy as np | ||
problem = { | ||
'num_vars': 3, | ||
'names': ['x1', 'x2', 'x3'], | ||
'bounds': [[-np.pi, np.pi]]*3 | ||
} | ||
# Generate samples | ||
param_values = saltelli.sample(problem, 1000) | ||
# Run model (example) | ||
Y = Ishigami.evaluate(param_values) | ||
# Perform analysis | ||
Si = sobol.analyze(problem, Y, print_to_console=True) | ||
# Returns a dictionary with keys 'S1', 'S1_conf', 'ST', and 'ST_conf' | ||
# (first and total-order indices with bootstrap confidence intervals) | ||
It's also possible to specify the parameter bounds in a file with 3 | ||
columns: | ||
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:: | ||
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# name lower_bound upper_bound | ||
P1 0.0 1.0 | ||
P2 0.0 5.0 | ||
...etc. | ||
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Then the ``problem`` dictionary above can be created from the | ||
``read_param_file`` function: | ||
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.. code:: python | ||
from SALib.util import read_param_file | ||
problem = read_param_file('/path/to/file.txt') | ||
# ... same as above | ||
Lots of other options are included for parameter files, as well as a | ||
command-line interface. See the `advanced | ||
readme <README-advanced.md>`__. | ||
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Also check out the | ||
`examples <https://github.com/SALib/SALib/tree/master/examples>`__ for a | ||
full description of options for each method. | ||
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License | ||
~~~~~~~ | ||
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Copyright (C) 2012-2019 Jon Herman, Will Usher, and others. Versions v0.5 and | ||
later are released under the `MIT license <LICENSE.md>`__. | ||
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.. |Build Status| image:: https://travis-ci.org/SALib/SALib.svg?branch=master | ||
:target: https://travis-ci.org/SALib/SALib | ||
.. |Coverage Status| image:: https://img.shields.io/coveralls/SALib/SALib.svg | ||
:target: https://coveralls.io/r/SALib/SALib | ||
.. |Code Issues| image:: https://www.quantifiedcode.com/api/v1/project/ed62e70f899e4ec8af4ea6b2212d4b30/badge.svg | ||
:target: https://www.quantifiedcode.com/app/project/ed62e70f899e4ec8af4ea6b2212d4b30 | ||
.. |status| image:: http://joss.theoj.org/papers/431262803744581c1d4b6a95892d3343/status.svg | ||
:target: http://joss.theoj.org/papers/431262803744581c1d4b6a95892d3343 |
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