sensitivity

swMATH23606CRANsensitivityMaRDI QIDQ35377

Global Sensitivity Analysis of Model Outputs and Importance Measures

Bertrand Iooss

Last update: 21 January 2024

Copyright license: GNU General Public License, version 2.0

Software version identifier: 1.28.1, 1.0, 1.1, 1.2, 1.3-0, 1.3-1, 1.4-0, 1.4-1, 1.5, 1.6-1, 1.6, 1.7, 1.8-0, 1.8-1, 1.8-2, 1.9, 1.10.1, 1.10, 1.11.1, 1.11, 1.12.1, 1.12.2, 1.12, 1.13.0, 1.14.0, 1.15.0, 1.15.1, 1.15.2, 1.16.0, 1.16.1, 1.16.2, 1.16.3, 1.17.0, 1.17.1, 1.18.0, 1.18.1, 1.19.0, 1.20.0, 1.21.0, 1.22.0, 1.22.1, 1.22.2, 1.23.0, 1.23.1, 1.24.0, 1.25.0, 1.26.0, 1.26.1, 1.27.0, 1.27.1, 1.28.0, 1.29.0, 1.30.0

Source code repository: https://github.com/cran/sensitivity

Description

A collection of functions for sensitivity analysis of model outputs (factor screening, global sensitivity analysis and robustness analysis), for variable importance measures of data, as well as for interpretability of machine learning models. Most of the functions have to be applied on scalar output, but several functions support multi-dimensional outputs.

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