Global Sensitivity Analysis of Model Outputs

A collection of functions for factor screening, global sensitivity analysis and robustness analysis. Most of the functions have to be applied on model with scalar output, but several functions support multi-dimensional outputs.


Changes in version 1.15.2:

o   Added functions for Morris method for multidimensional outputs:

o   Added the toy functions

o   Change the names of the fcts (dtnorm, ..., dtgumbel, ...) by 
(dnorm.trunc, ...) (reverse dependency pb with ATmet package).
Export now the fcts, documentation entries in truncateddistrib.Rd

o   Corrected bug: Replace \dontrun by \donttest in all Rd-files

o   Corrected bug: package triangle is suggested and called in 

o Function in sobolGPmethods.R and sobolpickfreeze.R have been 
integrated in sobolGP.R

o   Detected bug (not corrected) in tell.sobolGP() 
Unused argument in km(), passed by eval(), update(), tell.sobolGP() ??)

=> comment in the example of sobolGP.Rd

Changes in version 1.15.1:

o   Functions shapleyPermEx() corrected (confidence intervals)

Changes in version 1.15.0:

o   Function "sobolCert.R" has been (temporarily) suppressed
(compilation bug unresolved)

o   Function "support.R" has been changed by O. Roustant (new plotting
functionalities are available, as the function "scatterplot")

o   Resolved bug about "sobolmartinez" method (now suppressed) in 
the sobolMultOut() function

o   sobolMultOut() now returns the functional Sobol' indices via
the attributes "Sfct" and "Tfct" of the output object

Changes in version 1.14.0:

o   Added functions for calculating Shapley indices: shapleyPermEx()
and shapleyPermRand()

o   Added function for calculating first order Sobol' indices via
smoothing technique: sobolSmthSpl()

Reference manual

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1.26.1 by Bertrand Iooss, 19 days ago

Browse source code at

Authors: Bertrand Iooss , Sebastien Da Veiga , Alexandre Janon and Gilles Pujol , with contributions from Baptiste Broto , Khalid Boumhaout , Thibault Delage , Reda El Amri , Jana Fruth , Laurent Gilquin , Joseph Guillaume , Marouane Il Idrissi , Loic Le Gratiet , Paul Lemaitre , Amandine Marrel , Anouar Meynaoui , Barry L. Nelson , Filippo Monari , Roelof Oomen , Oldrich Rakovec , Bernardo Ramos , Olivier Roustant , Eunhye Song , Jeremy Staum , Roman Sueur , Taieb Touati , Vanessa Verges , Frank Weber

Documentation:   PDF Manual  

Task views: Analysis of Ecological and Environmental Data

GPL-2 license

Imports boot, numbers, methods, ggplot2, Rcpp, foreach

Suggests condMVNorm, DiceDesign, DiceKriging, doParallel, evd, ggExtra, grid, gplots, gtools, igraph, ks, lattice, MASS, mc2d, mvtnorm, parallel, plotrix, pracma, randtoolbox, RANN, reshape2, rgl, triangle, TSP, viridisLite, whitening

Linking to Rcpp, RcppArmadillo

Imported by LSDsensitivity, SPOTMisc, TREXr, multisensi, nlrx, rrepast.

Depended on by ATmet, ODEsensitivity, fanovaGraph, mtk.

Suggested by BayesianTools, GNE, apsimx, pse, r3PG.

See at CRAN