Sensitivity analyses by Spearman’s correlation coefficient

UQ with UQLab Community Q&A and How To
1

I want to perform a Latin Hypercube Sampling (LHS) to generate multivariate samples stochastically, then implement the sensitivity analyses by Spearman’s correlation coefficient. How can I implement this procedure using uqlab?
Best regards,

2

Dear @Mohammad

This is a very short and probably incomplete description of what you are trying to achieve. So it is difficult to provide direct help.

I think the best starting point is to read the Input and Sensitivity manuals to get a first overview of the methods implemented in UQLab:

After that, you can look at the examples on sensitivity analysis:

The following example will probably be of particular interest to you because it shows the steps involved in a complete sensitivity analysis and how to perform them using UQLab.

Let us know if you get stuck anywhere in this process.

Best regards
Styfen

3

Thanks @styfen.schaer

Actually, I had previously performed sensitivity analysis using uqlab. I just wanted to know if uqlab could generate a Spearman linear correlation coefficient matrix as well? like the picture uploaded.

999

All the best,
Ayubirad