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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>.

Version: 0.4.0
Depends: R (≥ 3.5.0)
Imports: ggplot2, Rcpp (≥ 1.0.0), rlang, sensitivity, stats
LinkingTo: Rcpp
Suggests: knitr, markdown, rmarkdown, simmer, testthat (≥ 3.0.0)
Published: 2025-12-02
DOI: 10.32614/CRAN.package.Sobol4R (may not be active yet)
Author: Frederic Bertrand ORCID iD [cre, aut], Elizaveta Logosha [aut], Myriam Maumy-Bertrand ORCID iD [aut]
Maintainer: Frederic Bertrand <frederic.bertrand at lecnam.net>
BugReports: https://github.com/fbertran/Sobol4R/issues
License: GPL-3
URL: https://fbertran.github.io/Sobol4R/, https://github.com/fbertran/Sobol4R
NeedsCompilation: yes
Citation: Sobol4R citation info
Materials: README, NEWS
CRAN checks: Sobol4R results

Documentation:

Reference manual: Sobol4R.html , Sobol4R.pdf
Vignettes: Choosing a Sobol Estimator in Sobol4R (source, R code)
Sobol4R: Sobol indices for a stochastic process model (source, R code)
Sobol4R: Sobol indices for stochastic models (source, R code)
Exploring Sobol indices and randomness with Sobol4R (source, R code)
Sobol sensitivity analysis of an M/M/1 queue in simmer (source, R code)

Downloads:

Package source: Sobol4R_0.4.0.tar.gz
Windows binaries: r-devel: not available, r-release: Sobol4R_0.4.0.zip, r-oldrel: Sobol4R_0.4.0.zip
macOS binaries: r-release (arm64): Sobol4R_0.4.0.tgz, r-oldrel (arm64): Sobol4R_0.4.0.tgz, r-release (x86_64): Sobol4R_0.4.0.tgz, r-oldrel (x86_64): Sobol4R_0.4.0.tgz

Linking:

Please use the canonical form https://CRAN.R-project.org/package=Sobol4R to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.