Compute Global Sensitivity Analysis Indices Using Optimal Transport
Overview
Computing Global Sensitivity Indices from given data using Optimal Transport, as defined in Borgonovo et al (2024) doi:10.1287/mnsc.2023.01796. You provide an input sample, an output sample, decide the algorithm, and compute the indices.
ot_indices()withsolver="sinkhorn"orsolver="sinkhorn_stable"now
returns the full entropic cost, not only the dot product between the cost and
the transport matrix
- Changed naming from
"sinkhorn_log"to"sinkhorn_stable"for consistency - Added function
residual_gap()to compute the residual gap of
the Wasserstein-Bures decomposition
- Improved
irrelevance_threshold. Now it computes the threshold as an average
of many draws
- Added tests
- Added new vignette on picking a solver
From NEWS.md in the release
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK12 OK2026-04-25
- NOTE12 OK, 2 NOTE2026-04-22
- ERROR11 OK, 2 NOTE, 1 ERROR2026-04-18
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- NOTE12 OK, 2 NOTE2026-03-10
Documentation
- Help pages
- 16
- Examples that run
- 100%15 run in a plain check
- Exported functions with examples
- 100%
- Documented parameters
- 100%
- Return-value docs
- 100%
- Help pages citing references
- 6% with a bibliography file
Downloads
Repository
- PRs merged (all time)
- not measured
- Median days to close, 50 most recently updated closed issues
- 31
- Median days to close, 50 most recently updated closed PRs
- not measured
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10 development-tooling and community-health practices detected across 5 families in the upstream repository
Checks run against github.com/pietrocipolla/gsaot on 2026-10-21.
The R CMD check workflow runs on Linux, macOS and Windows, and on R-devel
GitHub Pages site last deployed 2026-09-09 · The repository has a site deploy workflow
pkgdown site last built 2026-09-09
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Dependencies
Installing gsaot adds 24 packages (12 with compiled code, 28 MB of source tarballs). Heaviest: ggplot2 6.0 MB, data.table 5.7 MB, patchwork 3.2 MB.
Code & Tests
People & History
Pick two releases to compare their code metrics.
- 1.2.0Latest
- RR 4.6.0 released · 2026-04-24
- 1.1.12025-09-17 · diff ↗
- 1.1.02025-07-18 · diff ↗
- 1.0.02025-06-18 · diff ↗ ·
removed 1 export
lower_boundadded 6 exports
entropic_bound, gaussian_fun, irrelevance_threshold, ishi_homma_fun, plot_comparison, sobol_fun - 0.2.0
- RR 4.5.0 released · 2025-04-11
- 0.1.02025-01-10
- RR 4.4.0 released · 2024-04-24
Package metadata
- First published
- 2025-01-10
- Total releases
- 6 / 1 yrs
- License
- GPL (>= 3) OSI
- Download size
- 1.9 MB
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