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sensobol: Computation of High-Order Sobol' Sensitivity Indices
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README.md

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sensobol

The goal of sensobol is to provide a set of functions to swiftly compute and visualize up to third-order Sobol' sensitivity indices. The functions allow to:

  • Create the sample matrices for the model evaluation.
  • Compute and bootstrap up to third-order effects.
  • Assess the approximation error of Sobol' indices.
  • Plot the model uncertainty and the Sobol' indices.

Installation

To install the stable version on CRAN, use

install.packages("sensobol")

To install the development version, use devtools:

install.packages("devtools") # if you have not installed devtools package already
devtools::install_github("arnaldpuy/sensobol", build_vignettes = TRUE)

Example

This brief example shows how to compute Sobol' indices. For a more detailed explanation of the package functions, check the vignette.

## Load the package:
library(sensobol)

## Create sample matrix to compute first, total and second-order indices:
A <- sobol_matrices(n = 1000, k = 3,  second = TRUE)

## Compute the model output (using the Ishigami test function):
Y <- ishigami_Mapply(A)

## Compute the Sobol' indices (first, total and second-order):
sens <- sobol_indices(Y = Y, params = colnames(data.frame(A)), R = 100, n = 1000, second = TRUE)

Citation

Please use the following citation if you use sensobol in your publications:

Arnald Puy (2019). sensobol: Computation of High-Order Sobol' Sensitivity Indices. R package
  version 0.1.1. http://github.com/arnaldpuy/sensobol

A BibTex entry for LaTex users is:

@Manual{,
    title = {sensobol: Computation of High-Order Sobol' Sensitivity Indices},
    author = {Arnald Puy},
    year = {2019},
    note = {R package version 0.1.1},
    url = {http://github.com/arnaldpuy/sensobol},
  }
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