This package implements distance based generalized sensitivity analysis method (DGSA). For more information about the method please read:
Fenwick, Darryl, Céline Scheidt, and Jef Caers. "Quantifying asymmetric parameter interactions in sensitivity analysis: Application to reservoir modeling." Mathematical Geosciences 46.4 (2014): 493-511.
To install the package you can follow two paths:
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Clone to your own computer, open Rstudio or R and type: install.packages("package_Location", repos = NULL, type=source). You also have an option to load your clone as a project in Rstudio and then proceed with project build Ctrl+Shift+B (cmd+shift+B). This is particularly useful if you plan on adding/modifying features.
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Install directly from github. First you will need to make sure that you have devtools installed (library(devtools)), then you can install with the following command: devtools::install_github("ogru/DGSA"). After that you can proceed to load the routines in the usual way with library(DGSA).
To view some of the package capabilities copy and paste the following URL in your browser: https://rawgit.com/ogru/DGSA/master/vignette/Intro_to_DGSA.html
It will view the vignette without downloading the package/file.
If you prefer to work with MATLAB, you can find the original MATLAB implementation here: https://github.com/scheidtc/dGSA. However, without the matrix plot for visualization of all sensitivities/importances.