sensitivity_analysis
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Table of Contents
Sensitivity analysis
Sensitivity analysis can be performed on probalistic simulation outputs (see probabilistic analysis). After a probabilistic Monte Carlo simulation, sensitivity indices can be calculated between simulation inputs (parameters) and simulation outputs (blocks).
Performing a sensitivity analysis
| Note | The sensitivity analysis toolbox offers many sensitivity analysis methods and several additional charts. |
- Run a probabilistic simulation as explained in probability analysis.
- Create tornado charts or correlation tables to graphically display sensitivity indices. Seven different types of sensitivity indices are available in Ecolego.
Sensitivity indices
| Method | When to Use |
|---|---|
| Pearson product-moment correlation coefficient (Pearson) | Computes the correlation coefficient. Interesting when model is linearly depending on parameters. |
| Spearman's rank correlation coefficient (Spearman) | Computes the ranked correlation coefficient. Interesting when model is linearly or monotonically depending on parameters. |
| Standardized Regression Coefficient (SRC) | Sets up a regression model from the raw data. Interesting when model is linearly depending on parameters. |
| Standardized Rank Regression Coefficient (SRRC) | Sets up a regression model from the ranked data. Interesting when model is linearly or monotonically depending on parameters. |
| Partial Correlation Coefficient (PCC) | Computes the correlation coefficient taking into account the rest of the varying parameters. Interesting when model is linearly depending on parameters. |
| Partial Rank Correlation Coefficient (PRCC) | Computes the ranked correlation coefficient taking into account the rest of the varying parameters. Interesting when model is linearly or monotonically depending on parameters. |
| EASI first order correlation coefficient (EASI) | Quantifies the first order effects, if model is additive this will take into account the full variance. |
| XEASI Higher Order Sensitivity Indices(XEASI) | |
See also
sensitivity_analysis.1681465219.txt.gz · Last modified: 2023/04/14 11:40 by mina
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