# Morris SU (Sampling Uniformity) code

There are two Elementary Effects (EE) packages that complement the analysis: a) *EE Sampling* - to obtain the Morris samples based on a number of methods, including Sampling for Uniformity (SU); and b)* EE Measures and Plots* - after running the model with the EE samples it post-processes the results and provides Morris statistics and plots.

Download the Matlab code, sample inputs and documentation for the packages from the links below:

- EE Sampling for Matlab [10kB]
- EE Measures and Plots for Matlab [10kB]
- This documentation in PDF (2.9 MB)

Please click on the tabs below to see the documentation for each of the packages.

# Elementary Effects (EE) Sampling Package

## Description

EE_Sampler_Mapper Package is a set of MATLAB functions that generates input factor samples for the method of Elementary Effects or Morris method (Morris, 1991). The main function to run is ‘Fac_Sampler.m’ (or its simplified command line form sampler.m). It generates input factor samples in a unit hyperspace and then transforms them according to the specified input probability distributions. Currently this code gives five options for sampling strategy: (a) the method of Optimized Trajectories [OT] (Campolongo et al. 2007); (b) the Modified Optimized Trajectories [MOT] (Ruano et al., 2012); (c) Sampling for Uniformity [SU] (Khare et al., 2015); and (d) Enhanced Sampling for Uniformity [eSU] (Chitale et al., 2017); and e) RadialeSU (Khare et al.) (in preparation).

## Program Usage & Outputs

**Syntax**

Fac_Sampler(‘facfile’, ‘SS’, OvrSamSiz, NumLev, NumTraj, ‘SamFileType’)

A command line shell (sampler.m) is provided for those interested in compiling the program for use in mixed environments (i.e. unix scripts and others). The program can be compiled in the matlab environment with 'mcc -m sampler.m'. This will produce a command line executable that can be run outside Mtatlab, or in another machine command line environment provided that the same runtime library version as the compiler is installed in the client machine (see Matlab Compiler Runtime download and instructions here). An example of use for this tool (inside and outside Matlab) would be:

sampler ‘try.fac’ ‘eSU’ 1 8 16 ‘Text’

**Inputs:**

(1) facfile. This is an ASCII '.fac' file that that follows the format (and can be generated) from SimLab v2.2. For exact file formatting and distribution characteristics please refer SimLab v2.2 manual App. C (available here). The file contains the following information:

(a) number of input factors (NumFact)

(b) default distribution truncation values

(c) distribution type and distribution characteristics for each input factor.

(2) SS: Sampling Strategy. Currently we provide five options:

(a) ‘OT’ - Campolongo et al. (2007) - Method of Optimized Trajectories

(b) ‘MOT’ - Ruano et al. (2012) - Method of Modified Optimized Trajectories

(c) ‘SU’ - Khare et al. (2015) - Sampling for Uniformity

(d) ‘eSU’ - Chitale et al. (2017) – Enhanced Sampling for Uniformity

(e) ‘RadialeSU’ - Khare et al. (in preparation) – Radial eSU

(3) OvrSamSize: Oversampling Size.

For OT and MOT the recommended oversampling size is 500-1000. For SU recommended oversampling size is 300. For eSU oversampling is not necessary i.e. we recommend OvrSamSize = 1. The current version of this EE_SamplerMapper tool interactively guides user to choose appropriate Oversampling size based on literature recommendations.

(4) NumLev: Number of input factor levels

In EE literature various values for number of levels have been suggested. However, the standard practice is to use even number of levels usually 4, 6 or 8. For SU/eSU and RadialeSU user can choose from NumLev = {4,6,8,10,12,14,16}. If user specifies NumLev that does not belong to this set, then it will be set to 4 by default.

(5) NumTraj: Number of trajectories to be generated

In EE literature recommended value for number of trajectories vary from as little as 2 to as large as 100. However, a number of studies have reported that 10-20 trajectories are sufficient. For eSU the number of trajectories should be multiple of the number of levels to get better results. The current version of this EE_SamplerMapper tool interactively guides user to change/select number of trajectories whenever necessary.

(6) SamFileType: Sample File Format. Currently we provide two options:

(a) ‘Excel’

(b) ‘Text’ (comma separated file with .sam extension)

*Outputs:*

(1) Factor_Sample : Input factor sample [ncol,nrows], where ncol = NumFact and nrows = NumTraj*(NumFact+1). Each column corresponds to a input factor

(2) *_FacSample.xlsx or *_FacSample.sam:

If user sets SamFileType = ‘Excel’ then Factor samples are written to an excel file ‘*_FacSample.xlsx’, where * i.e. first part of the file name is same as the first part of the ‘.fac’ file. (e.g. Factor sample for the input file ‘Example.fac’ will be saved in ‘Example_FacSample.xlsx’). If user sets SamFileType = ‘Text’ then Factor samples are written to a text file ‘*_FacSample.sam’, where * (i.e. first part of the file name) is the same as the first part of the ‘.fac’ file. In both types of files each column corresponds to a factor. Factor name is specified on the first row

(3) *_FacSamChar.txt: Characteristics used for generating the sample are written to a text file ‘*_FacSamChar.txt, where * i.e. first part of the file name is same as the first part of the ‘.fac’ file. (e.g. FacSamChar file for the input file ‘Example.fac’ will be saved as ‘Example_FacSamChar.txt’). Details of *_FacSamChar.txt file are as follows

First Line: Sampling Strategy – OT, MOT, SU, eSU or RadialeSU

Second Line: Oversampling Size

Third Line: Number of levels

Fourth Line: Number of trajectories

Fifth Line: Number of factors

* Folder Structure*:

There are 6 Matlab functions (i.e. m files) and five folders (Campolongo, Ruano, Khare, and Enhanced_Khare, Radial_Khare) included in this package (EE_Sampler_Mapper). Generated factor/input factor sample file *_FacSample.xlsx' or ‘*_FacSample.sam’ and ‘*_FacSamChar.txt’ will be stored in the folder same as ‘Fac_sampler.m’.

**Input Factor Probability Distributions for facfile:**

Currently following parameter distributions can be generated using this package. For the details about distribution characteristics please refer SimLab v2.2 user manual App A (available here).

(1) 'Uniform'

(2) 'LogUniform'

(3) 'Normal'

(4) 'LogNormal'

(5) Discrete (for categorical factors)

‘Nominal’ - uniform discrete for nominal factors

‘NUDiscrete’ – non-uniform discrete for nominal and ordinal factors

‘UDiscrete’ – uniform discrete for ordinal factors.

(6) 'Constant'

(7) 'Triangular'

(8) 'Weibull'

(9) 'Beta'

(10) 'Gamma'

(11) 'Exponentia'l

(12) 'Log10Uniform'

**Note on Discrete Distributions.** To make EE_SamplerMapper tool more flexible in its usage. we replaced the original simlab ‘Discrete’ distribution by the three types presented above (‘Nominal’, ‘NUDiscrete’, and ‘UDiscrete’)

Two types of discrete factors are considered. * Nominal* factors refer to categories where the order does not matter (i.e. all categories have the same probability). Examples of nominal factors are gender, nationality, land use categories, etc. *Ordinal* factors refer to categories where the order matters (for example, 'low', 'medium', 'high'). Both factors can be selected with uniform and non-uniform discrete distributions.

‘Nominal’ distribution is used for nominal factors of equal probability, i.e. discrete uniform distribution. For these factors, it is necessary to ensure that all combinations of discrete levels are considered to get reliable EE based sensitivity measures. However, this increases the number of trajectories. Current version of the EE_SamplerMapper guides users to select appropriate number of trajectories i.e. NumTraj when it encounters the presence of ‘Nominal’ factors. Example: If modeler is to choose from a number of sub-models to be used to simulate a particular mechanism then that ‘sub-model’ is a factor with nominal discrete type of factor. There is no restriction on number of discrete values/categories/options to be selected. However, larger the number of categories larger is the number of trajectories needed.

‘NUDiscrete’ distribution can be currently used only for ordinal factors with non-uniform distributions. However, users must be cautious when using this option. Note that this distribution can result in one or more trajectories where one or more factors do not change values, with potentially inaccurate EE measures/ EE Screening. Accuracy of generated factor distributions depends on Number of Factor Levels used for sampling. E.g. for SU and eSU if NumLev is 4, then only three non-uniform probability configurations can be generated for NUDiscrete factors – 25%-75%, 25%-50%-25% and 75%-25%.

‘UDiscrete’ distribution can be used for ordinal factors with the same probabilitiy, i.e. discrete uniform distributions. Like NUDiscrete distribution successful generation of sample depends on NumLev used.

The use of the three discrete distributions is restricted to SU, eSU and RadialeSU. EE_Sampler_Mapper tool prompts user to choose appropriate sampling method when these types of distributions are present. We are currently expanding our tool to improve its utility in generation one more distribution – non-uniform nominal/NUNominal distribution. Please contact the authors for additional information if this feature is needed.

**Probability distribution truncation**

(A) When parameter distribution/distributions have long tails (Normal, LogNormal, Weibull, Gamma, Exponential), to get accurate results/ parameter rankings consistent with variance-based SA methods (e.g. Sobol’), experience has shown that truncated distributions perform better. SimLab v2.2 truncates distributions at 12.5% and 87.5% i.e. overall 25% truncation. Though, ideal truncation may vary from model to model, we recommend 2.5% to 5% truncation from either side.

(B) If user wants to use different truncations for different factors/parameters lower and upper percentiles (expressed as fractions) should be edited in the .fac' (please refer to App. C of SimLab v2.2 manualSimLab v2.2 manual App. C available here). By default SimLab v2.2 sets these values these values at 0.001 and 0.999. See Example 2 in the following sections for additional details.

## Input/Output Examples

## Example 1

Generate 10 trajectory samples for factor file ‘Example1.fac’ (see package distribution) with OT method. Use oversampling size of 500 and 6 factor levels. Save outputs in text format (Example1_FacSample.sam). Type following in the Matlab Command window making sure that you are in EE_Sampler_Mapper folder.

Output (notice new files Example1_FacSamChar.txt and Example1_FacSampler.sam on the left column)

## Example 2

Generate samples for factors in ‘Example2.fac’ (see package distribution) using method of MOT. Generate 8 trajectories with 500 oversampling size, NumLev = 4. Save sample in excel format. Note that Example2.fac contains ‘Nominal’ and ‘UDiscrete’ type factors.Type following in Matlab command window.

Output:

As expected, the sample was not generated and a warning is shown

Following the warning, we now generate the samples using eSU instead of MOT. Keep all other settings the same, except OverSamSiz = 1.

In this case, due to the presence of Nominal factors, user was asked to increase number of trajectories as shown. Let’s increase number of trajectories to 40.

## Example 3

Generate samples for factors in ‘Example3.fac’ (see package distribution) using method of eSU. Generate 10 trajectories with 100 oversampling size, NumLev = 10. Save sample in text format. Type following in Matlab command window.

Output

Lets try generating sample for Example3.fac file with eSU. Try NumLev = 12, NumTraj = 8, OvrSamSiz = 1. Below are input and output screenshots

Since NumTraj = 8 is less than NumLev = 12, NumTraj will be increased to 12 to ensure uniformity of generated sample.

Output

## Example 4

Generate samples for factors in ‘Example4.fac’ (see package distribution) using method of RadialeSU. Generate 15 trajectories with 1 oversampling size, NumLev = 12. Save sample in text format. Type following in Matlab command window.

Since NumTraj is not multiple of NumLev, NumTraj will be increased to 24 (12x2)

Output

## Program License

These Matlab (R) packages were developed by Drs. Yogesh Khare and Rafael Muñoz-Carpena. This program is distributed as Freeware/Public Domain under the terms of GNU-License. If the program is found useful, the authors ask that acknowledgment is given to its use in any resulting publication and the authors notified. The source code is available from the authors upon request.

We highly encourage using these packages for EE (Morris) sampling and sensitivity measures calculations with the eSU ('enhanced Sampling for Uniformity') method. If you use this package, kindly acknowledge our effort. Also, if you have any question in usage of this package, please contact us on the email address below.

**Yogesh Khare and Rafael Muñoz-Carpena**

Agricultural & Biological Engineering

University of Florida

P.O. Box 110570

Frazier Rogers Hall

Gainesville, FL 32611-0570

(352) 392-1864

(352) 392-4092 (fax)

khareyogesh1@ufl.edu, carpena@ufl.edu

© Copyright 2014 Yogesh Khare & Rafael Muñoz-Carpena

## References

- Campolongo, F., Cariboni, J., Saltelli, A., 2007. An effective screening design for sensitivity analysis of large models. Environ. Model. Softw. 22, 1509e1518. http://dx.doi.org/10.1016/j.envsoft.2006.10.004.
- Chitale, J., Khare, Y.P., Munoz-Carpena, R., Dulikravich, G.S., & Martinez, C.J., (2017) An effective parameter screening strategy for high dimensional models. Proceedings of the ASME 2017 International Mechanical Engineering Congress and Exposition, 17th International Symposium on Measurement and Modeling of Environmental Flows, Tampa, November 3-9,2017, IMECE2017-71458.
- Khare, Y.P.*, Muñoz-Carpena, R., Rooney, R.W., Martinez, C.J. A multi-criteria trajectory-based parameter sampling strategy for the screening method of elementary effects.
*Environmental Modelling & Software*64:230-239. doi:10.1016/j.envsoft.2014.11.013. - Morris, M.D., 1991. Factorial sampling plans for preliminary computational exper- iments. Technometrics 33 (2), 161e174.
- Ruano, M.V., Ribes, J., Seco, A., Ferrer, J., 2012. An improved sampling strategy based on trajectory design for application of the Morris method to systems with many input factors. Environ. Model. Softw. 37, 103e109. http://dx.doi.org/10.1016/ j.envsoft.2012.03.008.

This page was last updated on November 30, 2017.