Sensitivity Analysis Library (SALib)

Python implementations of commonly used sensitivity analysis methods. Useful in systems modeling to calculate the effects of model inputs or exogenous factors on outputs of interest.

Documentation: ReadTheDocs

Requirements: NumPy, SciPy, matplotlib

Installation: pip install SALib or python setup.py install

Build Status: Build Status Test Coverage: Coverage Status

Code Issues: Code Issues

SALib Paper: status

Herman, J. and Usher, W. (2017) SALib: An open-source Python library for sensitivity analysis. Journal of Open Source Software, 2(9).

Methods included:

Contributing: see here

Quick Start

from SALib.sample import saltelli
from SALib.analyze import sobol
from SALib.test_functions import Ishigami
import numpy as np

problem = {
  'num_vars': 3,
  'names': ['x1', 'x2', 'x3'],
  'bounds': [[-np.pi, np.pi]]*3
}

# Generate samples
param_values = saltelli.sample(problem, 1000, calc_second_order=True)

# Run model (example)
Y = Ishigami.evaluate(param_values)

# Perform analysis
Si = sobol.analyze(problem, Y, print_to_console=False)
# Returns a dictionary with keys 'S1', 'S1_conf', 'ST', and 'ST_conf'
# (first and total-order indices with bootstrap confidence intervals)

It’s also possible to specify the parameter bounds in a file with 3 columns: # name lower_bound upper_bound P1 0.0 1.0 P2 0.0 5.0 ...etc.

Then the problem dictionary above can be created from the read_param_file function: python from SALib.util import read_param_file problem = read_param_file('/path/to/file.txt') # ... same as above

Lots of other options are included for parameter files, as well as a command-line interface. See the advanced readme.

Also check out the examples for a full description of options for each method.

License

Copyright (C) 2017 Jon Herman, Will Usher, and others. Versions v0.5 and later are released under the MIT license.