How to perform global sensitivity analysis on a set of data
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Miroslav Blagojevic
le 22 Nov 2021
Commenté : Star Strider
le 24 Nov 2021
I have six independent variables, each taking 11 discrete values 0, 0.1, 0.2, ….1, and many dependent variables (continuous). For simplicity, let’s say one dependent variable. So that is 6 + 1 columns and over a million rows. I would like to do global sensitivity analysis (variance based, Sobol indices) but I cannot find how. I think Matlab offers something similar within SimBiology.
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Star Strider
le 22 Nov 2021
This is new to me. The only reference I was able to find (other than the SimBiology functions) is this GitHub link Global sensitivity analysis . There are several others, including on from the University of Arizona that appear to be promising as well.
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