UncertaintyQuantification.jl

Uncertainty Quantification in Julia
Author FriesischScott
Popularity
4 Stars
Updated Last
1 Year Ago
Started In
June 2019

UncertaintyQuantification.jl

Build Status Coverage Status DOI

A Julia package for uncertainty quantification. Current functionality includes:

  • Simulation-based reliability analysis
    • Monte Carlo simulation
    • Quasi Monte Carlo simulation (Sobol, Halton)
    • Line Sampling
    • Subset Simulation
  • Sensitivity analysis
    • Gradients
    • Sobol indices
  • Metamodeling
    • Polyharmonic splines
  • Third-party solvers
    • Connect to any solver by injecting random samples into source files