User Tools

Site Tools


sensitivity_analysis_in_ecolego

This is an old revision of the document!


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 coefficientFrancesca 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 methodMax 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 - OAT design to compute customized impact of input factors on model outputDavid 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 outputDavid Vose. Quantitative risk analysis. John Wiley & Sons Ltd., Chichester, 1996. A guide to Monte Carlo simulation modelling.

Variance-based methods:

Method Description First orderTotal orderCustom 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    

Views

Charts

Two new charts are included with the toolbox.

See also

sensitivity_analysis_in_ecolego.1678104631.txt.gz · Last modified: 2023/03/06 13:10 by mina