Short communication: How to compute variance-based sensitivity indicators with your spreadsheet software

Authors:
Elmar Plischke
Affiliations:
Institute of Disposal Research, Clausthal University of Technology, 38678 Clausthal-Zellerfeld, Germany
Venue:
Environmental Modelling & Software
Year:
2012

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Abstract

The use of sensitivity indicators is explicitly recommended by authorities like the EC, the US EPA and others in model valuation and audit. In this note, we want to draw the attention to a numerically efficient algorithm that computes first order global sensitivity effects from given data using a discrete cosine transformation.