Sensitivity analysis in Ecolego
- Methods
- Views
- Charts
- References
- See also

Sensitivity analysis in Ecolego

For tutorials of how to use the toolbox, please see Sensitivity analysis examples.

Methods

The following methods are included in the Sensitivity analysis toolbox:

Correlation/Regression coefficients:

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

* included in standard Ecolego + EASI

Screening methods:

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	Fourier Amplitude Sensitivity Test. Computes the first order sensitivity index of each selected parameter.	OK
EFAST	Extended Fourier Amplitude Sensitivity Test. Computes the first and total sensitivity index of each selected parameter or groups of parameters.	OK	OK
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

Analysis

Charts

Two new charts are included with the toolbox.

Correlation time chart - A chart which plots correlation coefficients over time.
Correlation pie chart - A pie chart with correlation coefficients.

References

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 - 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 - 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 - 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 - 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 - 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 - 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.

Table of Contents

Sensitivity analysis in Ecolego

Methods

Views

Charts

References

See also