Sensitivity
This module contains functionality for all the sampling methods supported in UQpy.
The module currently contains the following classes:
Chatterjee: Class to compute Chatterjee sensitivity indices.CramervonMises: Class to compute Cramér-von Mises sensitivity indices.GeneralisedSobol: Class to compute Generalised Sobol sensitivity indices.MorrisSensitivity: Class to perform Morris.PceSensitivity: Class to compute the sensitivity indices using thePolynomialChaosExpansionmethod.Sobol: Class to compute Sobol sensitivity indices.
Sensitivity analysis comprises techniques focused on determining how the variations of input variables \(X=\left[ X_{1}, X_{2},…,X_{d} \right]\) of a mathematical model influence the response value \(Y=h(X)\).