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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: Test Coverage:

Code Issues:

SALib Paper:

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

Methods included:

• Sobol Sensitivity Analysis (Sobol 2001, Saltelli 2002, Saltelli et al. 2010)
• Method of Morris, including groups and optimal trajectories (Morris 1991, Campolongo et al. 2007)
• Fourier Amplitude Sensitivity Test (FAST) (Cukier et al. 1973, Saltelli et al. 1999)
• Random Balance Designs - Fourier Amplitude Sensitivity Test (RBD-FAST) (Tarantola et al. 2006, Plischke 2010, Tissot et al. 2012)
• Delta Moment-Independent Measure (Borgonovo 2007, Plischke et al. 2013)
• Derivative-based Global Sensitivity Measure (DGSM) (Sobol and Kucherenko 2009)
• Fractional Factorial Sensitivity Analysis (Saltelli et al. 2008)

Contributing: see here

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)

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

# Perform analysis
Si = sobol.analyze(problem, Y, print_to_console=True)
# 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:

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.

Copyright (C) 2018 Jon Herman, Will Usher, and others. Versions v0.5 and later are released under the MIT license.