Section: New Software and Platforms

Contribution to the R package “sensitivity"

Functional Description

The contribution to the R package “sensitivity” includes the development of the function “sobolroalhs” performing global sensitivity analysis of a numerical model. This function implements the estimation of the Sobol' sensitivity indices introduced by [19] using two Orthogonal Array-based Latin Hypercubes. This function allows the estimation of all first-order indices or all closed second-order indices (containing the sum of the second-order effect between two inputs and the individual effects of each input) at a total cost of $2\times N$. For closed second-order indices, $N=q^2$ where $q>=d-1$ is a prime number denoting the number of levels of the orthogonal array, and where $d$ is the number of factors of the model.

• Participants: Laurent Gilquin, Elise Arnaud, Clémentine Prieur

• Partners: AIRSEA (Inria / UJF)

• Contact: Laurent Gilquin

• URL: https://cran.r-project.org/web/packages/sensitivity/index.html