Sensitivity analysis in Ecolego
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:
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.
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