Sensitivity Analysis - Morris method (simple)
Sensitivity analysis is used to estimate the influence of uncertainty factors on the output of a function. The Morris method is sometimes referenced to as a qualitative method : it gives rough estimations with a limited number of calculations. The Morris method can be used to simplify a function, as a first step. It can identify the factors with a low influence which can be fixed. For further information :
Saltelli, A., Tarantola, S., Campolongo, F., and Ratto, M. (2004). Sensitivity Analysis in Practice - A Guide to Assessing Scientific Models. Wiley.
This function respects the recommendations from :
Sohier, H., Farges, J. L., & Piet-Lahanier, H. (2014, August). Improvement of the Representativity of the Morris Method for Air-Launch-to-Orbit Separation. In The 19th IFAC World Congress.
(the elementary effects are calculated by applying large variations to radial points sampled in a Latin hypercube)
To reduce the risk to underestimate and fix non-negligible factors : http://fr.mathworks.com/matlabcentral/fileexchange/48884-sensitivity-analysis-morris-method--advanced-
IMPORTANT : The function analyzed must be a function with one multidimensional input x. x must represent the values of the uncertainty factors in the quantiles hyperspace (the i-th coordinate of x is not the actual value of the i-th factor, but the corresponding value of its cumulative distribution function). To adapt your function, first calculate the actual values of the factors by applying the inverse of their cumulative distribution function to x; Matlab includes such inverses: mathworks.com/help/stats/icdf.html ).
Cite As
Mr (2024). Sensitivity Analysis - Morris method (simple) (https://www.mathworks.com/matlabcentral/fileexchange/48883-sensitivity-analysis-morris-method-simple), MATLAB Central File Exchange. Retrieved .
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1.8.0.0 | Change of the description |
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1.7.0.0 | Description (layout) |
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1.6.0.0 | Clearer code (calculation of the elementary effects) |
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1.5.0.0 | Change of the description |
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1.4.0.0 | Change of the description, Added comments in the Matlab files |
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1.3.0.0 | Change of the description |
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1.2.0.0 | Change of the description |
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1.1.0.0 | Change of the description |
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