NAME
Simulation::Sensitivity - A general-purpose sensitivity analysis tool
for user-supplied calculations and parameters
VERSION
version 0.12
SYNOPSIS
use Simulation::Sensitivity;
$sim = Simulation::Sensitiviy->new(
calculation => sub { my $p = shift; return $p->{alpha} + $p->{beta} }
parameters => { alpha => 1.1, beta => 0.2 },
delta => 0.1 );
$result = $sim->run;
print $sim->text_report($result);
DESCRIPTION
Simulation::Sensitivity is a general-purpose sensitivity analysis tool.
Given a user-written calculating function, a "base-case" of parameters,
and a requested input sensitivity delta, this module will carry out a
sensitivity analysis, capturing the output of the calculating function
while varying each parameter positively and negatively by the specified
delta. The module also produces a simple text report showing the
percentage impact of each parameter upon the output.
The user-written calculating function must follow a standard form, but
may make any type of computations so long as the form is satisfied. It
must take a single argument -- a hash reference of parameters for use in
the calculation. It must return a single, numerical result.
CONSTRUCTORS
"new"
my $sim = Simulation::Sensitivity->new(
calculation => sub { my $p = shift; return $p->{alpha} + $p->{beta} }
parameters => { alpha => 1.1, beta => 0.2 },
delta => 0.1 );
"new" takes as its argument a hash with three required parameters.
"calculation" must be a reference to a subroutine and is used for
calculation. It must adhere to the usage guidelines above for such
functions. "parameters" must be a reference to a hash that represents
the initial starting parameters for the calculation. "delta" is a
percentage that each parameter will be perturbed by during the analysis.
Percentages should be expressed as a decimal (0.1 to indicate 10%).
As a constructor, "new" returns a Simulation::Sensitivity object.
PROPERTIES
"calculation", "parameters", "delta"
$sim->calculation()->({alpha=1.0, beta=1.0});
%p = %{$sim->parameters()};
$new_delta = $sim->delta(.15);
The parameter values in a Simulation::Sensitivity object may be
retrieved or modified using get/set accessors. With no argument, the
accessor returns the value of the parameter. With an argument, the
accessor sets the value to the new value and returns the new value.
METHODS
"base"
$base_case = base();
This method returns the base-case result for the parameter values
provided in the constructor.
"run"
$results = run();
This method returns a hash reference containing the results of the
sensitivity analysis. The keys of the hash are the same as the keys of
the parameters array. The values of the hash are themselves a hash
reference with each key representing a particular case in string form
(e.g. "+10%" or "-10%") and the value equal to the result from the
calculation. A simple example would be:
{
alpha => {
"+25%" => 5.25,
"-25%" => 4.75
},
beta => {
"+25%" => 6,
"-25%" => 4
}
}
"text_report"
$report = text_report( $results );
This method generates a text string containing a simple, multi-line
report. The only parameter is a hash reference containing a set of
results produced with "run".
SUPPORT
Bugs / Feature Requests
Please report any bugs or feature requests through the issue tracker at
. You will be
notified automatically of any progress on your issue.
Source Code
This is open source software. The code repository is available for
public review and contribution under the terms of the license.
git clone https://github.com/dagolden/Simulation-Sensitivity.git
AUTHOR
David Golden
COPYRIGHT AND LICENSE
This software is Copyright (c) 2013 by David Golden.
This is free software, licensed under:
The Apache License, Version 2.0, January 2004