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sensitivity_analysis_methods [2019/11/18 13:34]
127.0.0.1 external edit |
— (current) |
| ====== Sensitivity analysis methods ====== | |
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| <HTML><ul></HTML> | |
| <HTML><li></HTML>[[Pearson|Pearson]] - Pearson product-moment correlation coefficient <sup>//*//</sup><HTML></li></HTML> | |
| <HTML><li></HTML>[[Spearman|Spearman]] - Spearman’s rank correlation coefficient <sup>//*//</sup><HTML></li></HTML> | |
| <HTML><li></HTML>[[SRC|SRC]] - Standardized Regression Coefficient <sup>//*//</sup><HTML></li></HTML> | |
| <HTML><li></HTML>[[SRRC|SRRC]] - Standardized Rank Regression Coefficient <sup>//*//</sup><HTML></li></HTML> | |
| <HTML><li></HTML>[[PCC|PCC]] - Partial Correlation Coefficient <sup>//*//</sup><HTML></li></HTML> | |
| <HTML><li></HTML>[[PRCC|PRCC]] - Partial Rank Correlation Coefficient <sup>//*//</sup><HTML></li></HTML> | |
| <HTML><li></HTML>[[Morris|Morris]] - A computationally inexpensive global screening method<HTML></li></HTML> | |
| <HTML><li></HTML>[[Garten|Garten]] - OAT design to compute customized impact of input factors on model output<HTML></li></HTML> | |
| <HTML><li></HTML>[[Local|Local]] - OAT design to compute local impact of input factors on model output<HTML></li></HTML> | |
| <HTML><li></HTML>Variance-based methods:\\ | |
| \\ | |
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| ^Method ^Description ^First order^Total order^Custom order^ | |
| |[[Sobol-2002|Sobol-2002]]|Extension of Saltelli to compute first and total order indices |OK |OK | | | |
| |[[Sobol|Sobol]] |Brute force method to compute any order of sensitivity indices |OK |OK |OK | | |
| |[[Jansen|Jansen]] |Winding Stairs |OK |OK | | | |
| |[[FAST|FAST]] |Fourier Amplitude Sensitivity Test |OK | | | | |
| |[[EFAST|EFAST]] |Extended Fourier Amplitude Sensitivity Test |OK |OK | | | |
| |[[RBD|RBD]] |Random Balance Designs |OK | | | | |
| |[[EASI|EASI]] |An effective algorithm for computing global sensitivity indices <sup>//*//</sup>|OK | | | | |
| <HTML></li></HTML><HTML></ul></HTML> | |
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| //* included in standard Ecolego// | |
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