SALib.analyze.morris module#

SALib.analyze.morris.analyze(problem: Dict, X: ndarray, Y: ndarray, num_resamples: int = 100, conf_level: float = 0.95, scaled: bool = False, print_to_console: bool = False, num_levels: int = 4, seed=None) → Dict[source]#

Perform Morris Analysis on model outputs.

Returns a result set with keys mu, mu_star, sigma, and mu_star_conf, where each entry corresponds to the parameters defined in the problem spec or parameter file.

  • mu metric indicates the mean of the distribution

  • mu_star metric indicates the mean of the distribution of absolute values

  • sigma is the standard deviation of the distribution

When scaled is True, the elementary effects are scaled by the ratio of standard deviation of X and Y according to [3]. When using this option it is important to ensure that X contains the actual values passed into the model, as the elementary effects are divided by the step calculated from X rather than using delta which is calculated from the number of levels used in the sample. This could be the case if you perform post-processing on the values before passing them to the model.

Scaled elementary effects are useful when comparing different model outputs with each other when the input and output parameters have different scales. The ranking between the ordinary elementary effects and the scaled should be the same.

Notes

When applied with groups, the mu metric is less reliable as the effect from parameters within a group become averaged out.

The mu_star metric avoids this issue as it indicates the mean of the absolute values. If the direction of effects is important, Campolongo et al., [2] suggest comparing mu_star with mu. If mu is low and mu_star is high, then the effects are of different signs.

sigma is used as an indicator of interactions between parameters, or groups of parameters.

Compatible with:

morris : SALib.sample.morris.sample()

Examples

>>> X = morris.sample(problem, 1000, num_levels=4)
>>> Y = Ishigami.evaluate(X)
>>> Si = morris.analyze(problem, X, Y, conf_level=0.95,
>>>                     print_to_console=True, num_levels=4)
Parameters:

  • problem (dict) – The problem definition

  • X (numpy.array) – The NumPy matrix containing the model inputs of dtype=float

  • Y (numpy.array) – The NumPy array containing the model outputs of dtype=float

  • scaled (bool, default=False) – If True, the elementary effects are scaled by the ratio of standard deviation of X and Y according to [3]

  • num_resamples (int) – The number of resamples used to compute the confidence intervals (default 100)

  • conf_level (float) – The confidence interval level (default 0.95)

  • print_to_console (bool) – Print results directly to console (default False)

  • num_levels (int) – The number of grid levels, must be identical to the value passed to SALib.sample.morris (default 4)

  • seed ({int, None, np.random.Generator}) – Seed to generate a random number

Returns:

Si – A dictionary of sensitivity indices containing the following entries.

  • mu - the mean elementary effect

  • mu_star - the absolute of the mean elementary effect

  • sigma - the standard deviation of the elementary effect

  • mu_star_conf - the bootstrapped confidence interval

  • names - the names of the parameters

Return type:

dict

References

  1. Morris, M. (1991). Factorial Sampling Plans for Preliminary Computational Experiments. Technometrics, 33(2):161-174, doi:10.1080/00401706.1991.10484804.

  2. Campolongo, F., J. Cariboni, and A. Saltelli (2007). An effective screening design for sensitivity analysis of large models. Environmental Modelling & Software, 22(10):1509-1518, doi:10.1016/j.envsoft.2006.10.004.

  3. Sin and Gearney (2009) Improving the Morris Method for Sensitivity Analysis by Scaling the Elementary Effects. 19th European Symposium on Computer Aided Process Engineering ESCAPE19:925-930

  4. Moret et al. (2017)

    Characterization of input uncertainties in strategic energy planning models. Applied Energy, Volume 202, 15 September 2017, Pages 597-617 https://doi.org/10.1016/j.apenergy.2017.05.106

SALib.analyze.morris.cli_action(args)[source]#
SALib.analyze.morris.cli_parse(parser)[source]#