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.