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sensitivity_analysis_in_ecolego [2023/03/06 13:09]
mina 		sensitivity_analysis_in_ecolego [2023/08/15 14:10] (current)
mina [Methods]
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 **Correlation/Regression coefficients:** **Correlation/Regression coefficients:**
  
-|[[Pearson|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.                 | +  * [[Pearson|Pearson]] - Pearson product-moment correlation coefficient   
-|[[Spearman|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.                 | +  * [[Spearman|Spearman]] - Spearman’s rank correlation coefficient  
-|[[SRC|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.                 | +  * [[SRC|SRC]] - Standardized Regression Coefficient  
-|[[SRRC|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.                 | +  * [[SRRC|SRRC]] - Standardized Rank Regression Coefficient 
-|[[PCC|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.                 | +  * [[PCC|PCC]] - Partial Correlation Coefficient 
-|[[PRCC|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.                 |+  * [[PRCC|PRCC]] - Partial Rank Correlation Coefficient
  
  
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 **Screening methods:** **Screening methods:**
-|[[Morris|Morris]] - A computationally inexpensive global screening method|Max D. Morris. Factorial sampling plans for preliminary computational experiments. Technometrics, 33(2):161–174, May 1991. // +  * [[Morris|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 
-|[[Garten|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
-|[[Local|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:**\\ **Variance-based methods:**\\
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 ^Method                         ^Description                                                                     ^First order^Total order^Custom order^ ^Method                         ^Description                                                                     ^First order^Total order^Custom order^
-|[[Sobol|Sobol]]          |Brute force method to compute any order of sensitivity indices                  |OK         |OK         |OK          | +|Sobol|Brute force method to compute any order of sensitivity indices                  |OK         |OK         |OK         | 
-|[[FAST|FAST]]            |Fourier Amplitude Sensitivity Test                                              |OK         |           |            | +|[[FAST|FAST]]            |Fourier Amplitude Sensitivity Test. Computes the first order sensitivity index of each selected parameter.                                              |OK         |           |            | 
-|[[EFAST|EFAST]]          |Extended Fourier Amplitude Sensitivity Test                                     |OK         |OK         |            | +|[[EFAST|EFAST]]          |Extended Fourier Amplitude Sensitivity Test. Computes the first and total sensitivity index of each selected parameter or groups of parameters.                                     |OK         |OK         | 
-|[[EASI|EASI]]            |An effective algorithm for computing global sensitivity indices                 |OK         |           |            |+|[[EASI|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         |           |
  
  
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   * [[Correlation_time_chart|Correlation time chart]] - A chart which plots correlation coefficients over time.   * [[Correlation_time_chart|Correlation time chart]] - A chart which plots correlation coefficients over time.
   * [[Correlation_pie_chart|Correlation pie chart]] - A pie chart with correlation coefficients.   * [[Correlation_pie_chart|Correlation pie chart]] - A pie chart with correlation coefficients.
 +
 +===== References =====
 +
 +  * [[Pearson|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|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|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|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|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|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|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 ===== ===== See also =====
sensitivity_analysis_in_ecolego.1678104587.txt.gz · Last modified: 2023/03/06 13:09 by mina

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