I am trying to do global sensitivity analysis using fast99() in sensitivity package in R. Just to give you an idea of what I'm trying to do, here is the model I built just for demonstration:
library(sensitivity)
factors <- c("x1", "x2", "x3")
modelRun <- function (Input) {
(Input[,1]-0.5)*2 + (Input[,2]+1)*5 + (Input[,3]-0.2)*3
}
test <- fast99(modelRun, factors, n = 1000, q.arg=list(min=0, max=2) )
with the following test results:
> test
Call:
fast99(model = modelRun, factors = factors, n = 1000, q.arg = list(min = 0, max = 2))
Model runs: 3000
Estimations of the indices:
first order total order
x1 0.1053816 0.1061664
x2 0.6572669 0.6593234
x3 0.2368125 0.2388793
I can now use this to say variable x2 is the key variable.
My question is: can I implement fast99() on a black box model that reads a txt file as input parameters? For example:
factors <- c("x1", "x2", "x3")
newModel <- function(Input) {
params <- readLines("inputtext.txt")
params[17] <- toString(Input[,1])
params[23] <- toString(Input[,2])
params[25] <- toString(Input[,3])
writeLine(params, "inputtext.txt")
source("blackboxmodel.R") # this model then reads inputtext.txt file as input parameters
y <- read.csv("output.csv")
return(y$results)
}
library(sensitivity)
test <- fast99(newModel, factors, n = 10, q.arg=list(min=0, max=2) )
I have a lot more parameters and my code is really bulky, so I'm using condensed version for this post. When I run this, the model stops because I think it vectorizes all 10 samples and passes them to the text file.
Instead of what I need like this for the text line:
"x1 = 1"
I get
"x1 = 1, 1.4, 1.8, 1.8, 1.4, 1, 0.6, 0.2, 0.2, 0.6, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN"
Since the text file has multiple values for variable x1 (and the rest of the variables as well), the black box model stops running.
I did not design the black box model so the only way for me to iterate through the model is by changing the text file. How can I use fast99() by passing these parameters to textile first?
Ok. I figured out how to pass the sample parameters to txt using sobol() instead of fast99().
The issue I'm having now is that the blackboxmodel.R craps out after a few iterations. It's an issue with how the model was designed and I have no way of knowing what to fix.
Given my situation, is there a way to just tabulate the results and input parameters in a single data frame and run some sort of sensitivity analysis on it? At least this way, I can manually run the blackbox model and build a table.