sensitivity
returns the sensitivity function for a probabilistic query of interest with respect to a parameter change defined by the user.
Usage
sensitivity(
bnfit,
interest_node,
interest_node_value,
evidence_nodes = NULL,
evidence_states = NULL,
node,
value_node,
value_parents,
new_value,
covariation = "proportional"
)
Arguments
- bnfit
object of class
bn.fit
.- interest_node
character string. Node of the probability query of interest.
- interest_node_value
character string. Level of
interest_node
.- evidence_nodes
character string. Evidence nodes. If
NULL
no evidence is considered. Set by default toNULL
.- evidence_states
character string. Levels of
evidence_nodes
. IfNULL
no evidence is considered. Ifevidence_nodes="NULL"
,evidence_states
should be set toNULL
. Set by default toNULL
.- node
character string. Node of which the conditional probability distribution is being changed.
- value_node
character string. Level of
node
.- value_parents
character string. Levels of
node
's parents. The levels should be defined according to the order of the parents inbnfit[[node]][["parents"]]
. Ifnode
has no parents, then should be set toNULL
.- new_value
numeric vector with elements between 0 and 1. Values to which the parameter should be updated. It can take a specific value or more than one. For more than one value, these should be defined through a vector with an increasing order of the elements.
new_value
can also take as value the character stringall
: in this case a sequence of possible parameter changes ranging from 0.05 to 0.95 is considered.- covariation
character string. Co-variation scheme to be used for the updated Bayesian network. Can take values
uniform
,proportional
,orderp
,all
. If equal toall
, uniform, proportional and order-preserving co-variation schemes are considered. Set by default toproportional
.
Value
A dataframe with the varied parameter values and the output probabilities for the co-variation schemes selected. If plot = TRUE
the function also returns a plot of the sensitivity function.
Details
The Bayesian network on which parameter variation is being conducted should be expressed as a bn.fit object. The name of the node to be varied, its level and its parent's level should be specified. The parameter variation specified by the function is:
P ( node
= value_node
| parents = value_parents
) = new_value
and the probabilistic query of interest is:
P ( interest_node
= interest_node_value
| evidence_nodes
= evidence_states
)
References
Coupé, V. M., & Van Der Gaag, L. C. (2002). Properties of sensitivity analysis of Bayesian belief networks. Annals of Mathematics and Artificial Intelligence, 36(4), 323-356.
Leonelli, M., Goergen, C., & Smith, J. Q. (2017). Sensitivity analysis in multilinear probabilistic models. Information Sciences, 411, 84-97.