Simulation Sensitivities

Figure 1 - Sensitivities Window

The Sensitivities command in the Explore Menu opens the Sensitivities window (Figure 1, right) which displays sensitivity analysis results for outputs in an @RISK model. Sensitivity analysis shows a ranked list of the inputs that have the greatest effect on the selected output. There are several methods of analysis available for ranking the impact of inputs on the selected output, including change in output statistic, regression, and contribution to variance that are available through the Settings/Actions menu.

To view the sensitivity analysis for an output, select the output from the top pull-down menu.

For simulation runs that include multiple simulations, each output will be listed for each of the simulations, with the simulation name appended to the output name (e.g. 'Net Income / Y1 (Sim #1)').

Sensitivities Command Buttons

The Sensitivity window includes all of the standard command buttons detailed in Simulation Details. The Settings/Action button includes the following commands:

  • Settings/Actions - Window-specific setting options and commands. The Sensitivities window Settings/Actions are:
    • Change in Output Statistics - Use the change in output statistics method for ranking inputs. See below for more information on this method.
    • Regression Coefficients - Rank inputs by regression coefficient calculated between the input and the output.
    • Regression Mapped Values - Inputs will be ranked by...
    • Correlation Coefficients - Rank inputs by the correlation coefficient calculated between the input and the output.
    • Contribution to Variance - Inputs will be ranked by the amount of change in the output that can be attributed to it.
    • Show Scatter Plot Matrix - Show a scatter plot matrix in addition to the values for each input. See below for more information.
    • Sensitivity Settings - Opens the Sensitivity Settings window to configure the selected ranking method. See below for more information.
    • Find - Open the Find panel (Figure 2, below) at the top of the window.

    • Figure 2 - Sensitivities Find Panel

  • Export - Export table data, print, or save the window contents. See Export Button for more information.

Sensitivity Settings

Figure 3 - Sensitivity Settings Window

Nearly all of the ranking methods are a simple selection through the Settings/Actions menu. However, the 'Change in Output Statistics' option has additional configurations available. These configurations can be accessed through the 'Sensitivity Settings' command. Selecting this option will open the Sensitivity Settings window (Figure 3, right).

The options available are:

  • Method - The ranking method for ordering inputs. Selecting an option through this pull-down is the same as selecting a method directly through the Settings/Actions menu.
  • Statistic - For 'Change in Output Statistic', configure which statistic is monitored.
  • Number of Input Divisions - The number of groups, or bins, into which the sorted iterations are divided. See Change in Output Statistic Analysis for more information.

Sensitivity Scatter Plots

Figure 4 - Sensitivities Scatter Plots

Toggling the Show Scatter Plot Matrix option of the Settings/Actions menu will display the scatter plots for each input within the sensitivity analysis results (Figure 4, right). The values for each cell will still be displayed in the lower right corner.

The colors of the scatter plot are determined by the settings in Scatter tab of the Graphing Preferences.