Global Sensitivity Analysis

This function performs a binning based estimation of the global sensitivity of a model's output with respect to the model's parameters. The output can be a prediction of the model's behaviour in a scenario of interest (parameters, input, intial values, boundary conditions, scheduled events etc.). The output models a potentially measurable value (the "observable"). The sample-rows and the output rows must correspond (they must be from the same model simulation).

Usage

globalSensitivity(parSample, outputSample, nBins = "Sturges")

Arguments

parSample

a matrix of parameter vectors (rows)

outputSample

a matrix, with rows of outputs (row-index is the sample index)

nBins

number of bins, if unset defaults to the default of the hist function

Value

sensitivity Si,j of outputi with respect to parameterj