gsaot is a new R package implementing Optimal Transport-based sensitivity indices for multivariate outputs and correlated inputs using given-data estimators.
Uncertainty in Climate Change Modeling : Can Global Sensitivity Analysis Be of Help ? Risk Analysis, 34(2), 271--293
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gsaot: an R package for Optimal Transport-based sensitivity analysis
gsaot is a new R package implementing Optimal Transport-based sensitivity indices for multivariate outputs and correlated inputs using given-data estimators.