Section: New Software and Platforms
Contribution to the R package “sensitivity"
Functional Description
The contribution to the R package “sensitivity” includes the development of the function “sobolroalhs” performing global sensitivity analysis of a numerical model. This function implements the estimation of the Sobol' sensitivity indices introduced by [19] using two Orthogonal Array-based Latin Hypercubes. This function allows the estimation of all first-order indices or all closed second-order indices (containing the sum of the second-order effect between two inputs and the individual effects of each input) at a total cost of . For closed second-order indices, where is a prime number denoting the number of levels of the orthogonal array, and where is the number of factors of the model.
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Participants: Laurent Gilquin, Elise Arnaud, Clémentine Prieur
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URL: https://cran.r-project.org/web/packages/sensitivity/index.html