user:algorithm:fast [Promethee]

FAST: Fourier Amplitude Sensitivity Test

Description

This method allows the estimation of first order and total Sobol’ indices for input variables (alltogether 2p indices, where p is the number of variables) at a total cost of n × p simulations.In this case, the total cost is 3×999 = 2997 simulations.The resulting analysis is the following:

Source

References

  • A. Saltelli, S. Tarantola and K. Chan, 1999, A quantitative, model independent method for global sensitivity analysis of model output, Technometrics, 41, 39–56.
  • R. I. Cukier, H. B. Levine and K. E. Schuler, 1978, Nonlinear sensitivity analysis of multiparameter model systems. J. Comput. Phys., 26, 1–42.

Implementation

FAST method is wrapped from [R] sensitivity package written by Gilles Pujol and maintained by Bertrand Iooss.
See Sensitivity package documentation.
Available random models for input variables:

Installation

  • copy in “Promethee_Install_Path/plugins/doe” directory,
  • restart Promethee GUI.
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