sensobol:一个计算基于方差的灵敏度指数的R包

IF 5.4 2区计算机科学 Q1 COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS

Journal of Statistical Software Pub Date : 2021-01-22 DOI:10.18637/jss.v102.i05

A. Puy, S. L. Piano, Andrea Saltelli, S. Levin

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引用次数: 30

摘要

R软件包“sensobol”提供了几个函数来进行基于方差的不确定性和敏感性分析，从敏感性指标的估计到结果的可视化表示。它实现了几个最先进的一阶和全阶估计器，并允许以一种快速和用户友好的方式计算高达三阶的效应，以及近似误差。它的灵活性使得它也适用于具有标量输出或多变量输出的模型。我们通过对三个经典模型(Sobol' (1998) G函数、Verhulst(1845)的logistic种群增长模型以及Ludwig、Jones和Holling(1976)的云杉budworm和森林模型)进行基于方差的敏感性分析来说明其功能。

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sensobol: An R Package to Compute Variance-Based Sensitivity Indices

The R package"sensobol"provides several functions to conduct variance-based uncertainty and sensitivity analysis, from the estimation of sensitivity indices to the visual representation of the results. It implements several state-of-the-art first and total-order estimators and allows the computation of up to third-order effects, as well as of the approximation error, in a swift and user-friendly way. Its flexibility makes it also appropriate for models with either a scalar or a multivariate output. We illustrate its functionality by conducting a variance-based sensitivity analysis of three classic models: the Sobol' (1998) G function, the logistic population growth model of Verhulst (1845), and the spruce budworm and forest model of Ludwig, Jones and Holling (1976).

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来源期刊

Journal of Statistical Software 工程技术-计算机：跨学科应用

CiteScore

10.70

自引率

1.70%

发文量

审稿时长

6-12 weeks

期刊介绍： The Journal of Statistical Software (JSS) publishes open-source software and corresponding reproducible articles discussing all aspects of the design, implementation, documentation, application, evaluation, comparison, maintainance and distribution of software dedicated to improvement of state-of-the-art in statistical computing in all areas of empirical research. Open-source code and articles are jointly reviewed and published in this journal and should be accessible to a broad community of practitioners, teachers, and researchers in the field of statistics.