Documentation
/ Methodological guide
:
The finite differences method is among the simplest one. The resulting sensitivity index of an input variable
with respect to an output
is an estimation of the derivative of
versus
,
, around a nominal value
. In this implementation of the method, the estimation is obtained by applying an
OAT design-of-experiments (One-At-a-Time) to the studied model. For each input's nominal value,
we define a range
. The resulting estimate of the partial derivative around the nominal value is then given by
.