A General-Purpose and Extensible R Environment for Uncertainty and Sensitivity Analyses of Numerical Experiments
Résumé
Along with increased complexity of the models used for scientific activities and engineering
come diverse and greater uncertainties. Today, effectively quantifying the uncertainties contained
in a model appears to be more important than ever. Scientific fellows know how serious it is to
calibrate their model in a robust way, and decision-makers describe how critical it is to keep the best
effort to reduce the uncertainties about the model. Effectively accessing the uncertainties about the
model requires mastering all the tasks involved in the numerical experiments, from optimizing the
experimental design to managing the very time consuming aspect of model simulation and choosing
the adequate indicators and analysis methods.
In this paper, we present an open framework for organizing the complexity associated with
numerical model simulation and analyses. Named mtk (Mexico Toolkit), the developed system aims
at providing practitioners from different disciplines with a systematic and easy way to compare and
to find the best method to effectively uncover and quantify the uncertainties contained in the model
and further to evaluate their impact on the performance of the model. Such requirements imply that
the system must be generic, universal, homogeneous, and extensible. This paper discusses such an
implementation using the R scientific computing platform and demonstrates its functionalities with
examples from agricultural modeling.
The package mtk is of general purpose and easy to extend. Numerous methods are already
available in the actual release version, including Fast, Sobol, Morris, Basic Monte-Carlo, Regression,
LHS (Latin Hypercube Sampling), PLMM (Polynomial Linear metamodel). Most of them are compiled
from available R packages with extension tools delivered by package mtk.