Fixed a bug on sobol_matrices that caused the function to fail when a single parameter was passed into the “params” argument.
Added a line in the help page of the sobol_indices and sobol_dummy functions informing that the Y argument does not accept NA or NaN values in the model output.
Arnald Puy, Samuele Lo Piano, Andrea Saltelli, and Simon A. Levin. sensobol: an R package to compute variance-based sensitivity indices. Journal of Statistical Software 102.5 (2022), pp. 1-37. doi: 10.18637/jss.v102.i05
Added a help page for the package.
Corrected a bug in sobol_ode.
The function plot_sensobolhas been eliminated. Now
the Sobol’ indices can be plot by a single call to
plot.
Third-order indices are now referred to as Sijl
rather than Sijk.
The function sobol_convergencehas been added to
check the convergence of Sobol’ indices across sub-samples of the model
output.
The output of sobol_indices is now an object of
class sensobol. Besides including the indices, it also
informs on the sum of first-order effects, the estimators used in the
computation and the total number of model runs.
The output of vars_to is now an object of class
vars. Besides including the indices, it also informs on the
number of stars and the h value used.
The function plot_sobol is deprecated and will be
removed from future versions. Now the output of
sobol_indicescan be printed with a call to
plot.
This is a major package upgrade.
The package now includes four first-order (Sobol’, Salteli, Jansen and Azzini) and eight total-order (Jansen, Sobol’, Homma, Saltelli, Janon, Glen, Azzini and VARS-TO) sensitivity estimators.
The sample matrix can be constructed either with Sobol’ quasi-random numbers, a latin hypercube design or random numbers.
Several functions to plot the results of the uncertainty and
sensitivity analysis have been incorporated: the function
plot_scatter plots the model inputs against the output,
whereas the function plot_multiscatter plots x_i against
x_j and maps the resulting coordinate to its respective model output
value.
The package can now be used in models with either a scalar or a multivariate output.
This release prepares the users for a major upcoming improvement of the package.
Added warnings to the function sobol_matrices. The
arguments n and k will be substituted by
N and params in the next release of the
package. The arguments second and third will
be substituted by the argument order in the next release of
the package.
Added warnings to the functions plot_uncertainty,
plot_scatter, sobol_dummy and
sobol_indices. The argument n will be
substituted by N in the next release of the
package.
The function sobol_ci is deprecated. The computation
of confidence intervals will be done directly by
sobol_indices in the next version of the package.
The function sobol_ci_dummy is deprecated. The
computation of confidence intervals for dummy parameters will be done
directly by sobol_dummy in the next version of the
package.
The function sobol_replicas is deprecated and will
be removed in the next version of the package.
The test function ishigami_Mapply would be renamed
as ishigami_Fun in the next release of the
package.
Corrected a bug in the plot_uncertainty function.
Now the function demands to add the initial sample size n
to visualize the model output uncertainty.
Corrected some functions to adapt them to data.table 1.12.4.
Added a new function (sobol_replicas) to easily
extract the bootstrapped Sobol’ indices.
New option in the sobol_matrices function: the
option cluster allows to create Sobol’ matrices for
clusters of parameters.
New test functions added:
Added references to all test functions.
The vignette rendered wrongly in the previous version; now the issue is corrected.
Corrected the following note, found in the CRAN check:
Some functions that were exported to the R package manual are now internal.