Documentation / Guide méthodologique :

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

.