sensobol

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Software:52737



swMATH37035CRANsensobolMaRDI QIDQ52737

Computation of Variance-Based Sensitivity Indices

Arnald Puy

Last update: 21 February 2024

Copyright license: GNU General Public License, version 3.0

Software version identifier: 1.1.4, 0.1.0, 0.1.1, 0.2.0, 0.2.1, 0.2.2, 1.0.0, 1.0.1, 1.0.2, 1.0.3, 1.1.0, 1.1.1, 1.1.2, 1.1.3, 1.1.5

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

It allows to rapidly compute, bootstrap and plot up to fourth-order Sobol'-based sensitivity indices using several state-of-the-art first and total-order estimators. Sobol' indices can be computed either for models that yield a scalar as a model output or for systems of differential equations. The package also provides a suit of benchmark tests functions and several options to obtain publication-ready figures of the model output uncertainty and sensitivity-related analysis. An overview of the package can be found in Puy et al. (2022) <doi:10.18637/jss.v102.i05>.




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