last modified: 31-JAN-1995 | catalog | categories | new | search |

NESC1057 PCC/SRC.

PCC/SRC, PCC and SRC Calculation from Multivariate Input for Sensitivity Analysis

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1. NAME OR DESIGNATION OF PROGRAM

PCC/SRC.

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2. COMPUTERS
To submit a request, click below on the link of the version you wish to order. Only liaison officers are authorised to submit online requests. Rules for requesters are available here.
Program name Package id Status Status date
PCC/SRC NESC1057/01 Tested 31-JAN-1995

Machines used:

Package ID Orig. computer Test computer
NESC1057/01 DEC VAX series DEC VAX 6000
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3. DESCRIPTION OF PROGRAM OR FUNCTION

PCC/SRC is designed for use in conjunction with sensitivity analyses of complex computer models. PCC/SRC calculates the partial correlation coefficients (PCC) and the standardized regression coefficients (SRC) from the multivariate input to, and output from, a computer model.

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4. METHODS

PCC/SRC calculates the coefficients on either the original observations or on the ranks of the original observations. These coefficients provide alternative measures of the relative contribution (importance) of each of the various input variables to the observed variations in output. Relationships between the coefficients and differences in their interpretations are identified. If the computer model output has an associated time or spatial history, PCC/SRC will generate a graph of the coefficients over time or space for each input-variable, output- variable combination of interest, indicating the importance of each input value over time or space.

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5. RESTRICTIONS ON THE COMPLEXITY OF THE PROBLEM

Maxima of

  • 100 observations

  • 100 different time steps or intervals between successive dependent variable readings

  • 50 independent variables (model input)

  • 20 dependent variables (model output)

  • 10 ordered triples specifying intervals between dependent variable readings

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6. TYPICAL RUNNING TIME

NESC executed the sample problem in 30 CPU seconds on a DEC VAX11/780.

NESC1057/01
The sample problem was executed at the NEA-DB on a DEC  VAX 6000-510 computer in about 14 seconds of CPU time.
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8. RELATED OR AUXILIARY PROGRAMS

Plots generated by PCC/SRC are produced using the CA-DISSPLA proprietary software package Version 9.0 (see http://www.gaeinc.com). PCC/SRC is most useful in analysing input-output relationships when the input has been selected using the Latin hypercube sample program LHS (NESC 1085).

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9. STATUS
Package ID Status date Status
NESC1057/01 31-JAN-1995 Tested at NEADB
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10. REFERENCES
  • R. L. Iman, and M.J. Shortencarier:
    A FORTRAN 77 Program and User's Guide for the Generation of Latin  Hypercube and Random Samples for Use with Computer Models, NUREG/CR-3624 (SAND83-2365), March 1984.

NESC1057/01, included references:
- R.L. Iman, M.J. Shortencarier, and J.D. Johnson:
  A FORTRAN 77 Program and User's Guide for the Calculation of
  Partial Correlation and Standardized Regression Coefficients
  NUREG/CR-4122 (SAND85-0044), (June 1985).
- L. Eyberger:
  PCC/SRC Tape Description
  NESC Note 88-83, (June 30, 1988).
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11. HARDWARE REQUIREMENTS

1093 Kbytes of memory are required for execution.

NESC1057/01
The peak working set size to execute the sample problem on a DEC VAX 6000-510 computer is 1268 Kbytes. Using the DISSPLA Library Version 11.0, the corresponding plots were output:
(1) directly on the screen using a DEC VT330 terminal;
(2) on PostScript format files.
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12. PROGRAMMING LANGUAGE(S) USED
Package ID Computer language
NESC1057/01 FORTRAN-77
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13. SOFTWARE REQUIREMENTS

VMS 4.1, 4.2.

NESC1057/01
The program was installed under VMS 5.5-2. The graphics output was produced using the DISSPLA Library Version 11.0. This proprietary software is not included in the package.
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14. OTHER PROGRAMMING OR OPERATING INFORMATION OR RESTRICTIONS

Users must modify the CALL STRTPL statement in subroutine PLOT appropriately to initialize the DISSPLA library in their local computing environments.

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15. NAME AND ESTABLISHMENT OF AUTHORS

R.L. Iman, M.J. Shortencarier, and J.D. Johnson

Sandia National Laboratories, Alburquerque, NM, USA

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16. MATERIAL AVAILABLE
NESC1057/01
File name File description Records
NESC1057_01.001 Information file of package PCC-SRC 264
NESC1057_01.002 Source code file of program PCC-SRC 1785
NESC1057_01.003 VMS command file to compile,link and run 58
NESC1057_01.004 Input file, read in unit # 1 (data) 1920
NESC1057_01.005 Input file, read in unit # 4 (control cards) 17
NESC1057_01.006 Sample output file (printout results only) 417
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17. CATEGORIES
  • P. General Mathematical and Computing System Routines

Keywords: Monte Carlo method, correlations, multivariate analysis, regression analysis, sensitivity analysis, statistics.