Sensitivity analysis

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10 years 9 months ago #62 by jaimediaz
Is there some idea of how can i do sensitivity analysis with STAN?

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10 years 9 months ago #63 by adminST
Replied by adminST on topic Sensitivity analysis
Hi!

STAN does not support automated sensitity analysis.
But if your model has enough input parameter that unknown quantities can be calculated you can do it manually:

(1) Record the status quo (values of input parameter and result(s) of interest).
(2) Change one of the input parameter (absolute/relative) and have a look how much this change influences the result of the variable of interest (absolute/relative).
(3) Repeat (2) for all input parameter.
(4) Find those parameter whose changes have the biggest effect on the result (absolute/relative). They are the most sensitive.

Regards,
Oliver

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