Handout materials for SMDM 20 session

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Propagation of Uncertainty through Economic Models Using Taylor Series Approximations: The Delta-PSA (Δ-PSA) Method

Tristan Snowsill

Presentation 13470 at the SMDM 42nd Annual Meeting (SMDM20)

Example R code

This repository contains example R code for the Delta-PSA method and the traditional Monte Carlo-PSA method for reference.

Note that to run it you will need the tidyverse installed (or at least tibble, rlang and purrr), and to produce the graphs you will need ggplot2 and patchwork.

README.md

Propagation of Uncertainty through Economic Models Using Taylor Series Approximations: The Delta-PSA (Δ-PSA) Method

Example R code