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...

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Main Authors: Arnald Puy, Samuele Lo Piano, Andrea Saltelli, Simon A. Levin
Format: Article
Language:English
Published: Foundation for Open Access Statistics 2022-04-01
Series:Journal of Statistical Software
Subjects:
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).
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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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AT andreasaltelli sensobolanrpackagetocomputevariancebasedsensitivityindices
AT simonalevin sensobolanrpackagetocomputevariancebasedsensitivityindices