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, pandas, Python 3 (from SALib v1.2 onwards SALib does not officially support Python 2)
Installation: pip install SALib or python setup.py install or conda install SALib
Build Status: 
SALib Paper: 
Herman, J., Usher, W., (2017), SALib: An open-source Python library for Sensitivity Analysis, Journal of Open Source Software, 2(9), 97, doi:10.21105/joss.00097
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)
- extended Fourier Amplitude Sensitivity Test (eFAST) (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 aboveLots 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) 2012-2019 Jon Herman, Will Usher, and others. Versions v0.5 and later are released under the MIT license.