search for: fast99

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2013 Jun 07
1
It seams that fast99 function (sensitivity package) does not work out for norm distribution.
Dear all mailing listers, Does Anyone have the same problem as mine when using the fast99 (extended-FAST method) to perform SA of model with norm distribution inputs? See the simple example given following. Any suggestion will be greatly appreciated. Thank you! Marino # Simple example # 1. uniform version (It works well) library(sensitivity) Myfun<-function(x){return(rowSums(x...
2012 Nov 13
0
Issues running sensitivity analysis
Hello list, I'm trying to carry out a global sensitivity analysis using the "sensitivity" package. I have a model with 26 paramters, mostly normally distributed (with a few truncated to not go below 0). I've been trying both the fast99 and sobol2007 functions, but having problems with both: * with fast99, points seem to be generated at the minimum and maximum values a distribution can take, which is fine for qunif, but causes problems with qnorm, as it generates +-Inf values, which don't work with the model. * with sobol200...
2018 Apr 09
1
Specifying forbidden configurations in Morris One at a Time (OAT) sensitivity analysis
...mplement the Morris One at a Time (OAT) sensitivity analysis technique in R using the package 'sensitivity'. The OAT and similar other techniques in the package requires data frame X (which stores the design or parameter combinations) to be populated by some function in the package such as fast99 or morris. These functions take only the range and step size of the parameters as arguments. However, in my experiment there are few forbidden configurations. Is there a way to specify this in the analysis set up? To be specific, is there a way to tell the model that certain combinations are forbid...
2008 Aug 01
0
sensitivity
...* function "srcpcc" has been divided in two functions: "src" and "pcc" * function "sobol" has been divided in two functions: "sobol" (original 1993 method) and "sobol2002" * function "fast" has been renamed "fast99" * the space filling design optimization for the Morris design has been rearranged in order to gain computing memory. Some C code additions will be done later. ------------------------------------------------------------------ Bertrand Iooss CEA Cadarache DEN/CAD/DER/SESI/LCFR 1...
2008 Aug 01
0
sensitivity
...* function "srcpcc" has been divided in two functions: "src" and "pcc" * function "sobol" has been divided in two functions: "sobol" (original 1993 method) and "sobol2002" * function "fast" has been renamed "fast99" * the space filling design optimization for the Morris design has been rearranged in order to gain computing memory. Some C code additions will be done later. ------------------------------------------------------------------ Bertrand Iooss CEA Cadarache DEN/CAD/DER/SESI/LCFR 1...