Software and data related to the paper "Shapley effects estimation in reliability-oriented sensitivity analysis with dependent inputs by importance sampling".
The folder "cross_entropy" contains the softwares related to the cross-entropy algorithms in order to estimate the failure probability by adaptive parametric importance sampling and to compute an adapted importance sampling auxiliary distribution.
The folder "shapley_estimators" contains the algorithms used the estimation of the target Shapley effects. The main functions can be found in the file "ROSA_shapley_effects.py". Estimators without and with importance sampling in both geven-model and given-data frameworks are implemented.
The folder "numerical_tests" contains the implementation of the test cases from the article as well as the corresponding data. These files illustrate how to use the algorithms.
Feel free to test these algorithms on your own test cases and/or to play with the proposed ones.
In order to install the required modules, please run the following line in a terminal or in the console:
pip install -r requirements.txt