Package: gsaot 0.1.0

gsaot: Compute Global Sensitivity Analysis Indices Using Optimal Transport

Computing Global Sensitivity Indices from given data using Optimal Transport, as defined in Borgonovo et al (2024) <doi:10.1287/mnsc.2023.01796>. You provide an input sample, an output sample, decide the algorithm, and compute the indices.

Authors:Leonardo Chiani [aut, cre, cph], Emanuele Borgonovo [rev], Elmar Plischke [rev], Massimo Tavoni [rev]

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gsaot.pdf |gsaot.html✨
gsaot/json (API)
NEWS

# Install 'gsaot' in R:

install.packages('gsaot', repos = c('https://pietrocipolla.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/pietrocipolla/gsaot/issues

Pkgdown site:https://pietrocipolla.github.io

Uses libs:

c++– GNU Standard C++ Library v3

On CRAN:

cpp

5.02 score 4 scripts 6 exports 36 dependencies

Last updated 22 days agofrom:227b3b3a55. Checks:9 OK. Indexed: yes.

Target	Result	Latest binary
Doc / Vignettes	OK	Jan 11 2025
R-4.5-win-x86_64	OK	Jan 11 2025
R-4.5-linux-x86_64	OK	Jan 11 2025
R-4.4-win-x86_64	OK	Jan 11 2025
R-4.4-mac-x86_64	OK	Jan 11 2025
R-4.4-mac-aarch64	OK	Jan 11 2025
R-4.3-win-x86_64	OK	Jan 11 2025
R-4.3-mac-x86_64	OK	Jan 11 2025
R-4.3-mac-aarch64	OK	Jan 11 2025

Exports:lower_bound ot_indices ot_indices_1d ot_indices_smap ot_indices_wb plot_inner_stats

Dependencies:boot cli colorspace data.table fansi farver ggplot2 glue gtable isoband labeling lattice lifecycle magrittr MASS Matrix mgcv munsell nlme patchwork pillar pkgconfig R6 rbibutils RColorBrewer Rcpp RcppEigen Rdpack rlang scales tibble transport utf8 vctrs viridisLite withr

GSA of a simple Gaussian model

Rendered fromgaussian-model-sensitivity.Rmdusingknitr::rmarkdownon Jan 11 2025.

Last update: 2024-10-23
Started: 2024-04-05

Citation

Development and contributors

Readme and manuals

Help Manual

Help page	Topics
Calculate lower bounds for Optimal Transport sensitivity indices	lower_bound
Calculate Optimal Transport sensitivity indices for multivariate y	ot_indices
Evaluate Optimal Transport indices on one dimensional outputs	ot_indices_1d
Evaluate sensitivity maps using Optimal Transport indices	ot_indices_smap
Evaluate Wasserstein-Bures approximation of the Optimal Transport solution	ot_indices_wb
Plot Optimal Transport inner statistics	plot_inner_stats
Plot Optimal Transport sensitivity indices	plot.gsaot_indices
Print Optimal Transport Sensitivity indices information	print.gsaot_indices