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For tutorials of how to use the toolbox, please see Sensitivity analysis examples.
The following methods are included in the Sensitivity analysis toolbox:
Correlation/Regression coefficients:
Pearson - Pearson product-moment correlation coefficient | 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’s rank correlation coefficient | 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 - Standardized Regression Coefficient | 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 - Standardized Rank Regression Coefficient | 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 - Partial Correlation Coefficient | 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 - Partial Rank Correlation Coefficient | 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. |
* included in standard Ecolego + EASI
Screening methods:
Morris - A computationally inexpensive global screening method |
*Saltelli, A. et al. Sensitivity analysis in practice. A Guide to Assessing Scientific Models. John Wiley & Sons Ltd., Chichester, 2004.|
Garten - OAT design to compute customized impact of input factors on model output | David Vose. Quantitative risk analysis. John Wiley & Sons Ltd., Chichester, 1996. A guide to Monte Carlo simulation modelling. |
Local - OAT design to compute local impact of input factors on model output | David Vose. Quantitative risk analysis. John Wiley & Sons Ltd., Chichester, 1996. A guide to Monte Carlo simulation modelling. |
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 | OK | ||
EFAST | Extended Fourier Amplitude Sensitivity Test | OK | OK | |
EASI | An effective algorithm for computing global sensitivity indices | OK |
The toolbox is made up of the following views
Settings
Analysis
Two new charts are included with the toolbox.