Package: Sobol4R 0.4.0

Sobol4R: Sobol Indices for Models with Fixed and Stochastic Parameters

Tools to design experiments, compute Sobol sensitivity indices, and summarise stochastic responses inspired by the strategy described by Zhu and Sudret (2021) <doi:10.1016/j.ress.2021.107815>. Includes helpers to optimise toy models implemented in C++, visualise indices with uncertainty quantification, and derive reliability-oriented sensitivity measures based on failure probabilities. It is further detailed in Logosha, Maumy and Bertrand (2022) <doi:10.1063/5.0246026> and (2023) <doi:10.1063/5.0246024> or in Bertrand, Logosha and Maumy (2024) <https://hal.science/hal-05371803>, <https://hal.science/hal-05371795> and <https://hal.science/hal-05371798>.

Authors:Frederic Bertrand [cre, aut], Elizaveta Logosha [aut], Myriam Maumy-Bertrand [aut]

Sobol4R_0.4.0.tar.gz
Sobol4R_0.4.0.zip(r-4.7)Sobol4R_0.4.0.zip(r-4.6)Sobol4R_0.4.0.zip(r-4.5)
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manual.pdf |manual.html✨
card.svg |card.png
Sobol4R/json (API)
NEWS

# Install 'Sobol4R' in R:
install.packages('Sobol4R', repos = c('https://fbertran.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/fbertran/sobol4r/issues

Pkgdown/docs site:https://fbertran.github.io

Uses libs:
  • c++– GNU Standard C++ Library v3

On CRAN:

Conda:

cpp

4.88 score 1 stars 8 scripts 134 downloads 33 exports 76 dependencies

Last updated from:3ce6eaf28a. Checks:13 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64OK154
linux-devel-x86_64OK168
source / vignettesOK227
linux-release-arm64OK160
linux-release-x86_64OK172
macos-release-arm64OK143
macos-release-x86_64OK230
macos-oldrel-arm64OK117
macos-oldrel-x86_64OK270
windows-develOK145
windows-releaseOK128
windows-oldrelOK167
wasm-releaseOK133

Exports:autoplotbootstrap_indicesestimate_failure_probabilityishigami_modelprocess_fun_indivprocess_fun_mean_to_Mprocess_fun_row_wisesobol_designsobol_example_covariate_largesobol_example_covariate_smallsobol_example_g_deterministicsobol_example_processsobol_example_random_outputsobol_g_functionsobol_g_Rsobol_g2_additive_noisesobol_g2_additive_noise_Rsobol_g2_functionsobol_g2_qoi_covariate_meansobol_g2_qoi_covariate_mean_Rsobol_g2_qoi_meansobol_g2_qoi_mean_Rsobol_g2_Rsobol_g2_with_covariate_noisesobol_g2_with_covariate_noise_Rsobol_indicessobol_reliabilitysobol4r_clinic_modelsobol4r_designsobol4r_mm1_modelsobol4r_qoi_indicessobol4r_runsummarise_sobol

Dependencies:base64encbootbslibcachemclasscliclueclustercodetoolscommonmarkcpp11digestdplyrdtwdtwclustfarverfastmapflexclustfontawesomeforeachfsgenericsggplot2ggrepelgluegtablehtmltoolshttpuvisobanditeratorsjquerylibjsonlitelabelinglaterlatticelifecyclemagrittrMASSMatrixmemoisemimemodeltoolsnumbersotelpillarpkgconfigplyrpromisesproxyR6rappdirsRColorBrewerRcppRcppArmadilloRcppEigenRcppParallelRcppThreadreshape2rlangRSpectraS7sassscalessensitivityshinyshinyjssourcetoolsstringistringrtibbletidyselectutf8vctrsviridisLitewithrxtable

Choosing a Sobol Estimator in Sobol4R

Frédéric Bertrand

Rendered fromChoosing_Sobol_Estimator_in_Sobol4R.Rmdusingknitr::rmarkdownon Jun 01 2026.

Last update: 2025-11-27
Started: 2025-11-27

Exploring Sobol indices and randomness with Sobol4R

Frédéric Bertrand

Rendered fromSobol_RV_five_examples.Rmdusingknitr::rmarkdownon Jun 01 2026.

Last update: 2025-11-26
Started: 2025-11-23

Sobol sensitivity analysis of an M/M/1 queue in simmer

Frédéric Bertrand

Rendered fromsimmer_MM1_Sobol_example.Rmdusingknitr::rmarkdownon Jun 01 2026.

Last update: 2025-11-26
Started: 2025-11-23

Sobol4R: Sobol indices for a stochastic process model

Frédéric Bertrand

Rendered fromSobol4R_vignette_process.Rmdusingknitr::rmarkdownon Jun 01 2026.

Last update: 2025-11-26
Started: 2025-11-19

Sobol4R: Sobol indices for stochastic models

Frédéric Bertrand

Rendered fromSobol4R_vignette_stochastic.Rmdusingknitr::rmarkdownon Jun 01 2026.

Last update: 2025-11-26
Started: 2025-11-19

Readme and manuals

Help Manual

Help pageTopics
Sobol4R-packageSobol4R-package Sobol4R
Autoplot implementationsautoplot Autoplot implementations autoplot.sobol autoplot.sobol2007 autoplot.sobolEff autoplot.soboljansen autoplot.sobolmartinez autoplot.sobol_result autoplot.sobol_summary
Bootstrap Sobol indices from stored samplesbootstrap_indices
Estimate Failure Probability from Simulator Outputsestimate_failure_probability
Fast Ishigami Test Functionishigami_model
Time to M successes for one individualprocess_fun_indiv
QoI wrapper for the process modelprocess_fun_mean_to_M
Process model for a matrix of individualsprocess_fun_row_wise
Create Sobol Sampling Designssobol_design
Example 3: Large covariate dependent random effectsobol_example_covariate_large
Example 4: Slight covariate dependent random effectsobol_example_covariate_small
Example 1: Deterministic G-function (reference case)sobol_example_g_deterministic
Example 5: Sobol indices for the process modelsobol_example_process
Example 2: Random effect on the output (constant Gaussian noise)sobol_example_random_output
Sobol G-function (Saltelli reference function) - C++ backendsobol_g_function
Sobol G-function (Saltelli reference function)sobol_g_R
Additive Gaussian noise on the Sobol G-function (k = 2) - C++ backendsobol_g2_additive_noise
Additive Gaussian noise on the Sobol G-function (k = 2)sobol_g2_additive_noise_R
Sobol G-function restricted to the first two inputs - C++ backendsobol_g2_function
QoI wrapper for covariate noisy G-function (k = 2) - C++ backendsobol_g2_qoi_covariate_mean
Quantity-of-interest wrapper for the covariate noisy G-function (k = 2)sobol_g2_qoi_covariate_mean_R
QoI wrapper for the noisy G-function (k = 2) - C++ backendsobol_g2_qoi_mean
Quantity-of-interest wrapper for the noisy G-function (k = 2)sobol_g2_qoi_mean_R
Sobol G-function restricted to the first two inputssobol_g2_R
Covariate dependent Gaussian noise on the Sobol G-function (k = 2) - C++ backendsobol_g2_with_covariate_noise
Additive Gaussian noise on the Sobol G-function (k = 2)sobol_g2_with_covariate_noise_R
Sobol Indices for Stochastic Simulatorssobol_indices
Reliability-Oriented Sobol Indicessobol_reliability
Two-step clinic model wrapper for Sobol designssobol4r_clinic_model
Design generation for Sobol indicessobol4r_design
M/M/1 queue model wrapper for Sobol designssobol4r_mm1_model
Generic QoI-based Sobol indices for a stochastic modelsobol4r_qoi_indices
Run Sobol analysis with optional QoI wrappersobol4r_run
Summarise Sobol Indicessummarise_sobol