A Software Tool for Global Sensitivity Analysis
GUI-HDMR is a freely available Matlab toolbox with a graphical user interface. The software provides a straightforward and efficient approach to explore the input-output mapping of a complex model with a large number of input parameters. Furthermore, variance based sensitivity indices can be determined in an automatic way in order to rank the importance of input parameters and to explore the influence of parameter interactions.
The set of input values can be any Monte Carlo sample (if the input parameters can be controlled) or measured values (if using experimental data). If the input parameters can be controlled, then a quasi-random sampling method is preferable. This guarantees that the input space is covered more uniformly than by using random values and it provides a better convergence rate.
The GUI-HDMR software documentation can be downloaded from this website. The performance of the software and its comparison to other recently developed approaches based on metamodelling and smoothing techniques is given in Ziehn and Tomlin (2009). If interested, the software can be obtained for free by contacting Tilo Ziehn or Alison Tomlin.
Ziehn, T., Tomlin, A. S., 2009. GUI-HDMR - A Software Tool for Global Sensitivity Analysis of Complex Models. Environmental Modelling & Software, doi:10.1016/j.envsoft.2008.12.002