Work

sensobol : An R Package to Compute Variance-Based Sensitivity Indices

Year: 2022

Type: article

Abstract: 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).

Source: Journal of Statistical Software

DOI: 10.18637/jss.v102.i05

Authors: Arnald Puy, Samuele Lo Piano, Andrea Saltelli, Simon A. Levin

Institutions: Princeton University, University of Reading, UPF Barcelona School of Management

Language: English

Topic: Probabilistic and Robust Engineering Design

Subfield: Statistics, Probability and Uncertainty

Field: Decision Sciences

Domain: Social Sciences

Open Access status: diamond

Funder: European Commission

Award: The role of size in the sustainability of irrigation systems