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sensobol: Computation of High-Order Sobol' Sensitivity Indices

Arnald Puy

sensobol

The goal of sensobol is to provide a set of functions to swiftly compute and visualize up to third-order Sobol' sensitivity indices. The functions allow to:

  • Create the sample matrices for the model evaluation.
  • Compute and bootstrap up to third-order effects.
  • Assess the approximation error of Sobol' indices.
  • Plot the model uncertainty and the Sobol' indices.

Installation

You can install the released version of sensobol as follows:

install.packages("devtools") # if you have not installed devtools package already
devtools::install_github("arnaldpuy/sensobol", build_vignettes = TRUE)

Example

This brief example shows how to compute Sobol' indices. For a more detailed explanation of the package functions, check the vignette.

## Create sample matrix
A <- sobol_matrices(n = 1000, 
k = 3, 
second = TRUE)

## Compute the model output (using the Ishigami test function):
Y <- ishigami_Mapply(A)

## Compute the Sobol' indices:
sens <- sobol_indices(Y = Y, 
params = colnames(data.frame(A)),
R = 100, 
n = 1000, 
second = TRUE)

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