R Code for Estimating Shapley Effects

The links below are to implementations in R of Algorithm 1 of the paper "Shapley Effects for Global Sensitivity Analysis: Theory and Computation," by Eunhye Song, Barry L. Nelson and Jeremy Staum of Northwestern University.

The software is copyrighted in 2015 by Eunhye Song of Northwestern University.

THERE IS NO WARRANTY, EXPRESS OR IMPLIED. WE DO NOT ASSUME ANY LIABILITY FOR THE USE OF THIS SOFTWARE.

If the software is modified to produce derivative works, such modified software should be clearly marked. Additionally, this program is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation; version 3.0 of the License.

ExactPermShapley.R
This function implements Algorithm 1 to calculate the Shapley effects and their standard errors by examining all permutations of the inputs.
RandomPermShapley.R
This function implements Algorithm 1 to calculate the Shapley effects and their standard errors by randomly sampling permutations of the inputs.

Last update September 6, 2015.