Uncertainty quantification and management.
The package uncertainty provides several functionalities to quantify and manage uncertainties. Most of them can be used from the dedicated API.
The sub-package distributions offers an abstract level for probability distributions
as well as interfaces to the OpenTURNS and SciPy ones.
It is also possible to fit a probability distribution from data
or select the most likely one from a list of candidates.
These distributions can be used to define random variables in a
before propagating these uncertainties through a system of
by means of a
The sub-package sensitivity offers an abstract level for sensitivity analysis, as well as concrete features. These sensitivity analyses compute indices by means of various methods: correlation measures, Morris technique and Sobol’ variance decomposition. This sub-package is based in particular on OpenTURNS.
The sub-package statistics offers an abstract level for statistics,
as well as parametric and empirical versions.
Empirical statistics are estimated from a
while parametric statistics are analytical properties of a
fitted from a