sensobol

Computation of High-Order Sobol' Sensitivity Indices

It allows to rapidly compute, bootstrap and plot up to third-order Sobol' indices using the estimators by Saltelli et al. 2010 <doi:10.1016/j.cpc.2009.09.018> and Jansen 1999 <doi:10.1016/S0010-4655(98)00154-4>. The 'sensobol' package also implements the algorithm by Khorashadi Zadeh et al. 2017 <doi:10.1016/j.envsoft.2017.02.001> to calculate the approximation error in the computation of Sobol' first and total indices, an approach that allows to robustly screen influential from non-influential model inputs. Finally, it also provides functions to obtain publication-ready figures of the model output uncertainty and sensitivity-related analysis.

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