User Tools

Site Tools


sensitivity_analysis_in_ecolego

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 orderTotal orderCustom order
SobolBrute 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

Charts

Two new charts are included with the toolbox.

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.

See also

sensitivity_analysis_in_ecolego.txt · Last modified: 2023/08/15 14:10 by mina