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David Hadka committed Sep 16, 2015
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Expand Up @@ -6,11 +6,11 @@ What is Sensitivity Analysis?
-----------------------------

According to `Wikipedia <https://en.wikipedia.org/wiki/Sensitivity_analysis>`_,
sensitivity analysis is "Sensitivity analysis is the study of how the
uncertainty in the output of a mathematical model or system (numerical or
otherwise) can be apportioned to different sources of uncertainty in its
inputs." The sensitivity of each input is often represented by a numeric value,
called the *sensitivity index*. Sensitivity indices come in several forms:
sensitivity analysis is "the study of how the uncertainty in the output of a
mathematical model or system (numerical or otherwise) can be apportioned to
different sources of uncertainty in its inputs." The sensitivity of each input
is often represented by a numeric value, called the *sensitivity index*.
Sensitivity indices come in several forms:

1. First-order indices: measures the contribution to the output variance by a single
model input alone.
Expand All @@ -23,9 +23,20 @@ called the *sensitivity index*. Sensitivity indices come in several forms:
and all higher-order interactions.

SALib is an open source library written in Python for performing
sensitivity analysis. A number of different sensitivity analysis methods are
available
sensitivity analysis. A typical sensitivity analysis using SALib follows
four steps:

1. Determine the model inputs (parameters) and their sample range.

2. Run the :code:`sample` function to generate the model inputs.

3. Evaluate the model using the generated inputs, saving the model outputs.

4. Run the :code:`analyze` function on the outputs to compute the sensitivity indices.



SALib is broken into two parts: the *sample generator* and the *sensitivity analysis*.

.. autofunction:: fast.analyze
:members:

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