Sobol4R

MaRDI QIDQ7382125CRANFDO

Authors Frédéric Bertrand, Myriam Maumy-bertrand, Elizaveta Logosha

Last update 2 December 2025

Copyright license GNU General Public License, version 3.0

Software version identifier 0.4.0

Description

Tools to design experiments, compute Sobol sensitivity indices, and summarise stochastic responses inspired by the strategy described by Zhu and Sudret (2021) <doi:10.1016/j.ress.2021.107815>. Includes helpers to optimise toy models implemented in C++, visualise indices with uncertainty quantification, and derive reliability-oriented sensitivity measures based on failure probabilities. It is further detailed in Logosha, Maumy and Bertrand (2022) <doi:10.1063/5.0246026> and (2023) <doi:10.1063/5.0246024> or in Bertrand, Logosha and Maumy (2024) <https://hal.science/hal-05371803>, <https://hal.science/hal-05371795> and <https://hal.science/hal-05371798>.

Cites work

• Confidence interval determination using discrete event simulations for real estate sales case
• Global sensitivity analysis for stochastic simulators based on generalized lambda surrogate models
• Sensitivity analysis of stochastic simulator in the case of sales date prediction

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