What is sivipm?

The sivipm R package computes total and individual sensitivity indices, significant components, and confidence intervals for the total sensitivity indices.

• The total and individual sensitivity indices are calculated using a method based on the VIP of the PLS regression, proposed by J.P. Gauchi ([Gauchi et all (2010)], [Gauchi (2012)], [Gauchi (2015)]).
• The Q2 are calculated either by the S. Wold’s rule, — the rule used in the SIMCA software ([SIMCA Software]) — or by the Miller’s formulae ([Lazraq et all (2003)]) more adapted to big datasets.
• The significant components are calculated from the Q2 of each response variable and from the cumulated Q2 (SIMCA rule), and and by the Lazraq & Cléroux test ([Lazraq and Cléroux (2001)]).
• The confidence intervals for the total sensitivity indices are determined by the bootstrap method.

References

• [Gauchi et all (2010)] Gauchi, J.-P. and Lehuta, S. and MahA©vas, S. 2010. Optimal sensitivity analysis under constraints: Application to fisheries. In Procedia - Social and Behavioral Sciences, vol. 2. Elsevier, pp. 7658-7659. Sixth International Conference on Sensitivity Analysis of Model Output (Milan, Italy), 19-22 July; co-organized by the ELEUSI research center of Bocconi University and by the Joint Research Center of the European Commission.
• [Gauchi (2012)] Gauchi, J.-P. 2012. Global Sensitivity Analysis: The SIVIP method (SAS/IML language). Rapport technique 2012-3. INRA, UR1404, F-78350 Jouy-en-Josas, France.
• [Gauchi (2015)] Gauchi, J.-P. 2015. A practical method of global sensitivity analysis under constraints. Rapport technique 2015-1. INRA, UR1404, F- 78350 Jouy-en-Josas, France. PDF
• [Kettaneh-Wold (1992)] Kettaneh-Wold, N. 1992. Analysis of mixture data with partial least squares. Chemometrics and Intelligent Laboratory Systems. Vol. 14, pp. 57-69.
• [Lazraq and Cléroux (2001)] Lazraq, A. and Cléroux, R. 2001. The PLS multivariate regression model: testing the significance of successive PLS components. Journal of Chemometrics. Vol. 15(6), pp 523-536.
• [Lazraq et all (2003)] Lazraq, A. and Cléroux, R. and Gauchi, J.-P. 2003. Selecting both latent and explanatory variables in the PLS1 regression model. Chemometrics and Intelligent Laboratory Systems, Vol. 66(2), pp 117-126. Elsevier. doi:10.1016/S0169-7439(03)00027-3.
• [SIMCA Software] SIMCA Software. http://www.umetrics.com/products/ simca.
• [Tenenhaus (1998)] Tenenhaus M. 1998. La régression PLS. Théorie et pratique. Ed. TECHNIP. Paris.

Copyright © 2016- INRA. All rights reserved.

Licence
sivipm is an open source, freely available software released under the GPL Licence.

Requirements
R system and a C compiler.

Documentation
A reference guide and a vignette with examples of use are provided in the directory doc of the package.

Download
Download the last version here (uncompress the file before installation, if needed) or from the CRAN site.