Global Sensitivity Analysis Toolbox

Set of Matlab routines developed for calculating sensitivity indices of a generic user-defined model

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GSAT package includes routines for generic global sensitivity analysis. In particular it implements Sobol' analysis and FAST analysis to models with up 50 different input parameters.
It contains 2 examples plus 1 example for multi-input/multi-output models.
Thanks to Simon Johnstone-Robertson GSAT for the parallel and multi-output implementation.

Zitieren als

flax (2026). Global Sensitivity Analysis Toolbox (https://de.mathworks.com/matlabcentral/fileexchange/40759-global-sensitivity-analysis-toolbox), MATLAB Central File Exchange. Abgerufen .

Allgemeine Informationen

Kompatibilität der MATLAB-Version

  • Kompatibel mit allen Versionen

Plattform-Kompatibilität

  • Windows
  • macOS
  • Linux
Version Veröffentlicht Versionshinweise Action
1.57.0.0

fixed a typo in filename (thanks Hadi)
missing files added

1.56.0.0

The new routines Multi-I/O perform model evaluations in parallel and allow the model to evaluate simultaneously the sensitivity indices for all multiple output variables (coded by Simon Johnstone-Robertson)

1.52.0.0

Bugs fixed

1.51.0.0

bug fixed in fnc_FAST_getFreqs.m
After updates by Simon Johnstone-Robertson modified GSAT now
- runs in parallel (significantly faster for models that take a long time to complete even a single simulation)
- accommodates models that generate multiple output variables

1.5.0.0

Tutorial updated

1.4.0.0

A short tutorial in pdf has been added

1.3.0.0

Avoided the de2bi function in Communications System Toolbox

1.2.0.0

Added comments to the scripts

1.0.0.0