sensobol: An R Package to Compute Variance-Based Sensitivity Indices
The R package sensobol provides several functions to conduct variance-based uncertainty and sensitivity analysis, from the estimation of sensitivity indices to the visual representation of the results. It implements several state-of-the-art first and total-order estimators and allows the computation...
Main Authors: | , , , |
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Format: | Article |
Language: | English |
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Foundation for Open Access Statistics
2022-04-01
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Series: | Journal of Statistical Software |
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Online Access: | https://www.jstatsoft.org/index.php/jss/article/view/4353 |
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author | Arnald Puy Samuele Lo Piano Andrea Saltelli Simon A. Levin |
author_facet | Arnald Puy Samuele Lo Piano Andrea Saltelli Simon A. Levin |
author_sort | Arnald Puy |
collection | DOAJ |
description | The R package sensobol provides several functions to conduct variance-based uncertainty and sensitivity analysis, from the estimation of sensitivity indices to the visual representation of the results. It implements several state-of-the-art first and total-order estimators and allows the computation of up to fourth-order effects, as well as of the approximation error, in a swift and user-friendly way. Its flexibility makes it also appropriate for models with either a scalar or a multivariate output. We illustrate its functionality by conducting a variance-based sensitivity analysis of three classic models: the Sobol' (1998) G function, the logistic population growth model of Verhulst (1845), and the spruce budworm and forest model of Ludwig, Jones, and Holling (1976). |
first_indexed | 2024-03-13T08:00:13Z |
format | Article |
id | doaj.art-8405971936d849538c8f3a7496849043 |
institution | Directory Open Access Journal |
issn | 1548-7660 |
language | English |
last_indexed | 2024-03-13T08:00:13Z |
publishDate | 2022-04-01 |
publisher | Foundation for Open Access Statistics |
record_format | Article |
series | Journal of Statistical Software |
spelling | doaj.art-8405971936d849538c8f3a74968490432023-06-01T18:48:04ZengFoundation for Open Access StatisticsJournal of Statistical Software1548-76602022-04-0110213710.18637/jss.v102.i054119sensobol: An R Package to Compute Variance-Based Sensitivity IndicesArnald Puy0https://orcid.org/0000-0001-9469-2156Samuele Lo Piano1https://orcid.org/0000-0002-2625-483XAndrea Saltelli2https://orcid.org/0000-0003-4222-6975Simon A. Levin3https://orcid.org/0000-0002-8216-5639Princeton UniversityUniversity of ReadingUPF Barcelona School of ManagementPrinceton UniversityThe R package sensobol provides several functions to conduct variance-based uncertainty and sensitivity analysis, from the estimation of sensitivity indices to the visual representation of the results. It implements several state-of-the-art first and total-order estimators and allows the computation of up to fourth-order effects, as well as of the approximation error, in a swift and user-friendly way. Its flexibility makes it also appropriate for models with either a scalar or a multivariate output. We illustrate its functionality by conducting a variance-based sensitivity analysis of three classic models: the Sobol' (1998) G function, the logistic population growth model of Verhulst (1845), and the spruce budworm and forest model of Ludwig, Jones, and Holling (1976).https://www.jstatsoft.org/index.php/jss/article/view/4353uncertaintysensitivitymodelingecology |
spellingShingle | Arnald Puy Samuele Lo Piano Andrea Saltelli Simon A. Levin sensobol: An R Package to Compute Variance-Based Sensitivity Indices Journal of Statistical Software uncertainty sensitivity modeling ecology |
title | sensobol: An R Package to Compute Variance-Based Sensitivity Indices |
title_full | sensobol: An R Package to Compute Variance-Based Sensitivity Indices |
title_fullStr | sensobol: An R Package to Compute Variance-Based Sensitivity Indices |
title_full_unstemmed | sensobol: An R Package to Compute Variance-Based Sensitivity Indices |
title_short | sensobol: An R Package to Compute Variance-Based Sensitivity Indices |
title_sort | sensobol an r package to compute variance based sensitivity indices |
topic | uncertainty sensitivity modeling ecology |
url | https://www.jstatsoft.org/index.php/jss/article/view/4353 |
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