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ROUTINES FOR SENSITIVITY ANALYSIS

Quasi-random sequence generator by Sobol' (up to 51 dimensions in Matlab and FORTRAN)
LevelE computer code (Fortran 77)
First and higher order sensitivities from given samples in Matlab (Elmar Plischke, 2012) NEW!!!
Graphical tools for sensitivity analysis in Matlab (2012) NEW!!!
Random Balance Design [RBD] (first order effects) in Matlab (2007)
Saltelli and Jansen's formulas (first, higher order and total order effects with bootstrap estimates of  sensitivity confidence bounds) in Matlab (2011) NEW!!!
Library of test functions for sensitivity analysis in F90 (2011)
Library of test functions for sensitivity analysis in Matlab (2011)
Saltelli & Jansen formulas (sequential estimation of first and total effects) in Matlab (2010)
Classic FAST (first order effects) in F77

Extended FAST (first order and total effects) in F77

Scripts to link Simlab 2.2 and Matlab

Screening (Morris, extended by Campolongo et al. 2007) (Matlab)
MATLAB toolbox for Smoothing-Spline ANOVA models (SS-ANOVA, Marco Ratto)
MATLAB scripts used at the SAMO school (Florence, September 2010)

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Last updated: 02-Mar-2012.