gsaot: an R package for Optimal Transport-based sensitivity analysis
Computation
2025-07-25 v1
Abstract
gsaot is an R package for Optimal Transport-based global sensitivity analysis. It provides a simple interface for indices estimation using a variety of state-of-the-art Optimal Transport solvers such as the network simplex and Sinkhorn-Knopp. The package is model-agnostic, allowing analysts to perform the sensitivity analysis as a post-processing step. Moreover, gsaot provides functions for indices and statistics visualization. In this work, we provide an overview of the theoretical grounds, of the implemented algorithms, and show how to use the package in different examples.
Keywords
Cite
@article{arxiv.2507.18588,
title = {gsaot: an R package for Optimal Transport-based sensitivity analysis},
author = {Leonardo Chiani and Emanuele Borgonovo and Elmar Plischke and Massimo Tavoni},
journal= {arXiv preprint arXiv:2507.18588},
year = {2025}
}