Global Sensitivity Analysis Toolbox

Version 1.57.0.0 (10 MB) by flax
Set of Matlab routines developed for calculating sensitivity indices of a generic user-defined model
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10.8K Downloads
Updated 17 Feb 2017

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GSAT package includes routines for generic global sensitivity analysis. In particular it implements Sobol' analysis and FAST analysis to models with up 50 different input parameters.
It contains 2 examples plus 1 example for multi-input/multi-output models.
Thanks to Simon Johnstone-Robertson GSAT for the parallel and multi-output implementation.

Cite As

flax (2025). Global Sensitivity Analysis Toolbox (https://www.mathworks.com/matlabcentral/fileexchange/40759-global-sensitivity-analysis-toolbox), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2010b
Compatible with any release
Platform Compatibility
Windows macOS Linux
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Version Published Release Notes
1.57.0.0

fixed a typo in filename (thanks Hadi)
missing files added
1.56.0.0

The new routines Multi-I/O perform model evaluations in parallel and allow the model to evaluate simultaneously the sensitivity indices for all multiple output variables (coded by Simon Johnstone-Robertson)
1.52.0.0

Bugs fixed
1.51.0.0

bug fixed in fnc_FAST_getFreqs.m
After updates by Simon Johnstone-Robertson modified GSAT now
- runs in parallel (significantly faster for models that take a long time to complete even a single simulation)
- accommodates models that generate multiple output variables
1.5.0.0

Tutorial updated
1.4.0.0

A short tutorial in pdf has been added
1.3.0.0

Avoided the de2bi function in Communications System Toolbox
1.2.0.0

Added comments to the scripts
1.0.0.0