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.