Sensitivity Analysis Library (SALib)

Python implementations of commonly used sensitivity analysis methods. Useful in systems modeling to calculate the effects of model inputs or exogenous factors on outputs of interest.

Documentation: ReadTheDocs

Requirements: NumPy, SciPy, matplotlib, pandas, Python 3 (from SALib v1.2 onwards SALib does not officially support Python 2)

Installation: pip install SALib or python install or conda install SALib

Included methods

Contributing: see here

Quick Start

Procedural approach

from SALib.sample import saltelli
from SALib.analyze import sobol
from SALib.test_functions import Ishigami
import numpy as np

problem = {
  'num_vars': 3,
  'names': ['x1', 'x2', 'x3'],
  'bounds': [[-np.pi, np.pi]]*3

# Generate samples
param_values = saltelli.sample(problem, 1024)

# Run model (example)
Y = Ishigami.evaluate(param_values)

# Perform analysis
Si = sobol.analyze(problem, Y, print_to_console=True)
# Returns a dictionary with keys 'S1', 'S1_conf', 'ST', and 'ST_conf'
# (first and total-order indices with bootstrap confidence intervals)

It's also possible to specify the parameter bounds in a file with 3 columns:

# name lower_bound upper_bound
P1 0.0 1.0
P2 0.0 5.0

Then the problem dictionary above can be created from the read_param_file function:

from SALib.util import read_param_file
problem = read_param_file('/path/to/file.txt')
# ... same as above

Lots of other options are included for parameter files, as well as a command-line interface. See the advanced section in the documentation.

Method chaining approach

Chaining calls is supported from SALib v1.4

from SALib import ProblemSpec
from SALib.test_functions import Ishigami

import numpy as np

# By convention, we assign to "sp" (for "SALib Problem")
sp = ProblemSpec({
  'names': ['x1', 'x2', 'x3'],   # Name of each parameter
  'bounds': [[-np.pi, np.pi]]*3,  # bounds of each parameter
  'outputs': ['Y']               # name of outputs in expected order

(sp.sample_saltelli(1024, calc_second_order=True)


# Samples, model results and analyses can be extracted:

# Basic plotting functionality is also provided

The above is equivalent to the procedural approach shown previously.

Also check out the examples for a full description of options for each method.