Sensitivity Analysis

Examples demonstrating global sensitivity analysis using sampling-based and PC-based Sobol indices.

ex_gsa.py

Global sensitivity analysis using Sobol indices.

Computes main and total Sobol sensitivity indices using either sampling-based (SamSobol) or PC-based (PCSobol) methods for a test function.

ex_gsa_multi.py

Global sensitivity analysis for multi-output models.

Performs Sobol sensitivity analysis on a simple multi-output model to compute main and total sensitivity indices for each output dimension.

ex_pcgsa.py

PC-based global sensitivity analysis.

Computes Sobol sensitivity indices using polynomial chaos expansions, optionally building a PC surrogate first or using the Ishigami function directly.