RSICC CODE PACKAGE PSR-456

1. NAME AND TITLE

PCC/SRC: Code System to Calculate Correlation & Regression Coefficients.

2. CONTRIBUTORS

Sandia National Laboratories, Albuquerque, New Mexico, through the Energy Science and Technology Software Center, Oak Ridge, Tennessee.

3. CODING LANGUAGE AND COMPUTER

FORTRAN 77; DEC VAX11/780 (P00456D0VAX00).

4. NATURE OF PROBLEM SOLVED

PCC/SRC is designed for use in conjunction with sensitivity analyses of complex computer models. PCC/SRC calculates the partial correlation coefficients (PCC) and the standardized regression coefficients (SRC) from the multivariate input to, and output from, a computer model.

5. METHOD OF SOLUTION

PCC/SRC calculates the coefficients on either the original observations or on the ranks of the original observations. These coefficients provide alternative measures of the relative contribution (importance) of each of the various input variables to the observed variations in output. Relationships between the coefficients and differences in their interpretations are identified. If the computer model output has an associated time or spatial history, PCC/SRC will generate a graph of the coefficients over time or space for each input-variable, output-variable combination of interest, indicating the importance of each input value over time or space.

6. RESTRICTIONS OR LIMITATIONS

Maxima of 100 observations, 100 different time steps or intervals between successive dependent variable readings, 50 independent variables (model input), 20 dependent variables (model output), and 10 ordered triples.

7. TYPICAL RUNNING TIME

NESC executed the sample problem in 30 CPU seconds on a DEC VAX11/780.

8. COMPUTER HARDWARE REQUIREMENTS

1093 Kbytes of memory are required for execution on a DEC Vax 11.

9. COMPUTER SOFTWARE REQUIREMENTS

The program runs under VMS 4.1or VMS 4.2 and requires a FORTRAN 77 compiler.

10. REFERENCES

a) Included in document:

R. L. Iman, M. J. Shortencarier, J. D. Johnson, "A FORTRAN 77 Program and User's Guide for the Calculation of Partial Correlation and Standardized Regression Coefficients," NUREG/CR-4122, SAND85-0044 (June 1985).

b) Background information:

R. L. Iman, and M. J. Shortencarier, "A FORTRAN 77 Program and User's Guide for the Generation of Latin Hypercube and Random Samples for Use with Computer Models," NUREG/CR-3624, SAND83-2365 (March 1984).

11. CONTENTS OF CODE PACKAGE

Included in the package are the referenced document in (10.a) and one 3.5" DOS formatted diskette which includes the source file and sample case input and output.

12. DATE OF ABSTRACT

November 1999.

KEYWORD: SENSITIVITY ANALYSIS