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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 | 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
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.
See also