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David Hadka
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Basics | ||
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What is Sensitivity Analysis? | ||
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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: | ||
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1. First-order indices: measures the contribution to the output variance by a single | ||
model input alone. | ||
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2. Second-order indices: measures the contribution to the output variance caused by | ||
the interaction of two model inputs. | ||
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3. Total-order index: measures the contribution to the output variance caused by | ||
a model input, including both its first-order effects (the input varying alone) | ||
and all higher-order interactions. | ||
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SALib is an open source library written in Python for performing | ||
sensitivity analysis. A number of different sensitivity analysis methods are | ||
available | ||
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SALib is broken into two parts: the *sample generator* and the *sensitivity analysis*. |
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