gsaot: an R package for Optimal Transport-based sensitivity analysis

Fuente: arXiv
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Autori principali: Chiani, Leonardo, Borgonovo, Emanuele, Plischke, Elmar, Tavoni, Massimo
Natura: Preprint
Pubblicazione: 2025
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author Chiani, Leonardo
Borgonovo, Emanuele
Plischke, Elmar
Tavoni, Massimo
author_facet Chiani, Leonardo
Borgonovo, Emanuele
Plischke, Elmar
Tavoni, Massimo
contents gsaot is an R package for Optimal Transport-based global sensitivity analysis. It provides a simple interface for indices estimation using a variety of state-of-the-art Optimal Transport solvers such as the network simplex and Sinkhorn-Knopp. The package is model-agnostic, allowing analysts to perform the sensitivity analysis as a post-processing step. Moreover, gsaot provides functions for indices and statistics visualization. In this work, we provide an overview of the theoretical grounds, of the implemented algorithms, and show how to use the package in different examples.
format Preprint
id arxiv_https___arxiv_org_abs_2507_18588
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle gsaot: an R package for Optimal Transport-based sensitivity analysis
Chiani, Leonardo
Borgonovo, Emanuele
Plischke, Elmar
Tavoni, Massimo
Computation
gsaot is an R package for Optimal Transport-based global sensitivity analysis. It provides a simple interface for indices estimation using a variety of state-of-the-art Optimal Transport solvers such as the network simplex and Sinkhorn-Knopp. The package is model-agnostic, allowing analysts to perform the sensitivity analysis as a post-processing step. Moreover, gsaot provides functions for indices and statistics visualization. In this work, we provide an overview of the theoretical grounds, of the implemented algorithms, and show how to use the package in different examples.
title gsaot: an R package for Optimal Transport-based sensitivity analysis
topic Computation
url https://arxiv.org/abs/2507.18588