====== Sensitivity analysis in Ecolego ======

For tutorials of how to use the toolbox, please see //[[Sensitivity_analysis_examples|Sensitivity analysis examples]]//.

===== Methods =====

The following methods are included in the Sensitivity analysis toolbox: \\

**Correlation/Regression coefficients:**

  * [[Pearson|Pearson]] - Pearson product-moment correlation coefficient  
  * [[Spearman|Spearman]] - Spearman’s rank correlation coefficient 
  * [[SRC|SRC]] - Standardized Regression Coefficient 
  * [[SRRC|SRRC]] - Standardized Rank Regression Coefficient
  * [[PCC|PCC]] - Partial Correlation Coefficient
  * [[PRCC|PRCC]] - Partial Rank Correlation Coefficient


//* included in standard Ecolego + EASI//

**Screening methods:**
  * [[Morris|Morris]] - A computationally inexpensive global screening method
  * **Garten** - OAT design to compute customized impact of input factors on model output
  * **Local** - OAT design to compute local impact of input factors on model output

**Variance-based methods:**\\
\\

^Method                         ^Description                                                                     ^First order^Total order^Custom order^
|Sobol|Brute force method to compute any order of sensitivity indices                  |OK         |OK         |OK         |
|[[FAST|FAST]]            |Fourier Amplitude Sensitivity Test. Computes the first order sensitivity index of each selected parameter.                                              |OK         |           |            |
|[[EFAST|EFAST]]          |Extended Fourier Amplitude Sensitivity Test. Computes the first and total sensitivity index of each selected parameter or groups of parameters.                                     |OK         |OK         |
|[[EASI|EASI]]            |An effective algorithm for computing global sensitivity indices. Computes correlation measures and the first order sensitivity index (EASI) using random (Monte Carlo or Latin Hyper cube) samples from probability distributions on the model parameters.                 |OK         |           |



===== Views =====

The toolbox is made up of the following views

Settings

  * [[Parameter_selection_view|Parameter selection view]]
  * [[Sensitivity_analysis_method_view|Sensitivity analysis method view]]
  * [[Parameter_values_view|Parameter values view]]

Analysis

  * [[Input_samples_view|Input samples view]]
  * [[Output_samples_view|Output samples view]]
  * [[Results_view|Results view]]

===== Charts =====

Two new charts are included with the toolbox.

  * [[Correlation_time_chart|Correlation time chart]] - A chart which plots correlation coefficients over time.
  * [[Correlation_pie_chart|Correlation pie chart]] - A pie chart with correlation coefficients.

===== References =====

  * [[Pearson|Pearson]] - Francesca Campolongo, Andrea Saltelli, Tine Sørensen, and Stefano Tarantola. Hitchhiker’s guide to sensitivity analysis. In Sensitivity analysis, Wiley Ser. Probab. Stat., pages 15–47. Wiley, Chichester, 2000.
  * [[Spearman|Spearman]] - Francesca Campolongo, Andrea Saltelli, Tine Sørensen, and Stefano Tarantola. Hitchhiker’s guide to sensitivity analysis. In Sensitivity analysis, Wiley Ser. Probab. Stat., pages 15–47. Wiley, Chichester, 2000.
  * [[SRC|SRC]] - Francesca Campolongo, Andrea Saltelli, Tine Sørensen, and Stefano Tarantola. Hitchhiker’s guide to sensitivity analysis. In Sensitivity analysis, Wiley Ser. Probab. Stat., pages 15–47. Wiley, Chichester, 2000.  
  * [[SRRC|SRRC]] - Francesca Campolongo, Andrea Saltelli, Tine Sørensen, and Stefano Tarantola. Hitchhiker’s guide to sensitivity analysis. In Sensitivity analysis, Wiley Ser. Probab. Stat., pages 15–47. Wiley, Chichester, 2000.               
  * [[PCC|PCC]] - Francesca Campolongo, Andrea Saltelli, Tine Sørensen, and Stefano Tarantola. Hitchhiker’s guide to sensitivity analysis. In Sensitivity analysis, Wiley Ser. Probab. Stat., pages 15–47. Wiley, Chichester, 2000.                 
  * [[PRCC|PRCC]] - Francesca Campolongo, Andrea Saltelli, Tine Sørensen, and Stefano Tarantola. Hitchhiker’s guide to sensitivity analysis. In Sensitivity analysis, Wiley Ser. Probab. Stat., pages 15–47. Wiley, Chichester, 2000.                 
  * [[Morris|Morris]] - Max D. Morris. Factorial sampling plans for preliminary computational experiments. Technometrics, 33(2):161–174, May 1991. Saltelli, A. et al. Sensitivity analysis in practice. A Guide to Assessing Scientific Models. John Wiley & Sons Ltd., Chichester, 2004.
  * Garten- David Vose. Quantitative risk analysis. John Wiley & Sons Ltd., Chichester, 1996. A guide to Monte Carlo simulation modelling.
  * Local - David Vose. Quantitative risk analysis. John Wiley & Sons Ltd., Chichester, 1996. A guide to Monte Carlo simulation modelling.
  * Sobol - I.M. Sobol’. Sensitivity estimates for nonlinear mathematical models. Matematicheskoe Modelirovanie, 1990, V. 2, N 1, 112–118 (in Russian), English translation in: Mathematical Modeling and Computational Experiment, 1993, V. 1, N 4, 407-414.

===== See also =====

  * [[Sensitivity_analysis_examples|Sensitivity analysis examples]]
  * [[Sensitivity_analysis_toolbox_wiki|Sensitivity analysis toolbox Wiki]]
  * [[start|Ecolego Wiki]]