SubglobalSensitivityAnalysis

Documentation for package SubglobalSensitivityAnalysis.jl.

Estimating Sobol sensitivity indices for a subspace of the global space around a parameter vector p0.

Problem

Results of global sensitivity analysis (SA) are sometimes strongly influenced by outliers resulting from unreasonable parameter combinations.

The idea is to still apply global SA, but only to a subset of the entire possible parameter region around a reasonable parameter set.

The user specifies a probability distribution function of each parameter, and the subglobal method ensures that a parameter range is sampled, so that a given proportion (default %20) under its prior pdf is covered.

This ensures that for a parameter with wide distribution also a wide range is sampled, and that more samples are drawn where the prior probability of the parameter is higher.

How

Setup arguments and call the main function estimate_subglobal_sobol_indices, as described in the example doctest.