Sensitivity indices with dependent correlated inputs, using a  method based on PLS regression.
The sivipm R package computes total and individual sensitivity indices,   significant components, and confidence  intervals for the total sensitivity indices.  The total and individual sensitivity indices are calculated using a method based on the VIP of the PLS regression, proposed by J.P. Gauchi.
The  significant components are calculated by the SIMCA software rule  and by the Lazraq &  Cléroux test.
The confidence intervals for the total sensitivity indices are determined by the bootstrap method.

Phare Software