- The CITATION file has changed. Citations to sensobol should now refer to the paper published in the Journal of Statistical Software:

Arnald Puy, Samuele Lo Piano, Andrea Saltelli, and Simon A. Levin. sensobol: an R package to compute variance-based sensitivity indices. Journal of Statistical Software 102.5 (2022), pp. 1-37. doi: 10.18637/jss.v102.i05

- The metafunction has been extended with a piecewise large, piecewise small and an oscillation function.

- The package now includes support to calculate and plot up to fourth-order effects.

- Fixed redundant links in the bibliography in .Rd files.

Added a help page for the package.

Corrected a bug in sobol_ode.

The function

`plot_sensobol`

has been eliminated. Now the Sobol’ indices can be plot by a single call to`plot`

.Third-order indices are now referred to as

`Sijl`

rather than`Sijk`

.The function

`sobol_convergence`

has been added to check the convergence of Sobol’ indices across sub-samples of the model output.

The output of

`sobol_indices`

is now an object of class`sensobol`

. Besides including the indices, it also informs on the sum of first-order effects, the estimators used in the computation and the total number of model runs.The output of

`vars_to`

is now an object of class`vars`

. Besides including the indices, it also informs on the number of stars and the h value used.The function

`plot_sobol`

is deprecated and will be removed from future versions. Now the output of`sobol_indices`

can be printed with a call to`plot`

.

This is a major package upgrade.

The package now includes four first-order (Sobol’, Salteli, Jansen and Azzini) and eight total-order (Jansen, Sobol’, Homma, Saltelli, Janon, Glen, Azzini and VARS-TO) sensitivity estimators.

The sample matrix can be constructed either with Sobol’ quasi-random numbers, a latin hypercube design or random numbers.

Several functions to plot the results of the uncertainty and sensitivity analysis have been incorporated: the function

`plot_scatter`

plots the model inputs against the output, whereas the function`plot_multiscatter`

plots x_i against x_j and maps the resulting coordinate to its respective model output value.The package can now be used in models with either a scalar or a multivariate output.

This release prepares the users for a major upcoming improvement of the package.

Added warnings to the function

`sobol_matrices`

. The arguments`n`

and`k`

will be substituted by`N`

and`params`

in the next release of the package. The arguments`second`

and`third`

will be substituted by the argument`order`

in the next release of the package.Added warnings to the functions

`plot_uncertainty`

,`plot_scatter`

,`sobol_dummy`

and`sobol_indices`

. The argument`n`

will be substituted by`N`

in the next release of the package.The function

`sobol_ci`

is deprecated. The computation of confidence intervals will be done directly by`sobol_indices`

in the next version of the package.The function

`sobol_ci_dummy`

is deprecated. The computation of confidence intervals for dummy parameters will be done directly by`sobol_dummy`

in the next version of the package.The function

`sobol_replicas`

is deprecated and will be removed in the next version of the package.The test function

`ishigami_Mapply`

would be renamed as`ishigami_Fun`

in the next release of the package.

Corrected a bug in the

`plot_uncertainty`

function. Now the function demands to add the initial sample size`n`

to visualize the model output uncertainty.Corrected some functions to adapt them to data.table 1.12.4.

Added a new function (

`sobol_replicas`

) to easily extract the bootstrapped Sobol’ indices.

New option in the

`sobol_matrices`

function: the option`cluster`

allows to create Sobol’ matrices for clusters of parameters.New test functions added:

- Bratley & Fox 1988.
- Bratley et al. 1992
- Oakley & O’Hagan 2004

Added references to all test functions.

The vignette rendered wrongly in the previous version; now the issue is corrected.

Corrected the following note, found in the CRAN check:

- Namespace in Imports field not imported from: ‘parallel’.

Some functions that were exported to the R package manual are now internal.

- Added a NEWS.md file to track changes to the package.