Tools for Uncertainty Quantification
This is a collection of tools for Uncertainty Quantification
Sampling methods (Monte Carlo, Latin Hypercube, Quasi Monte Carlo) with MPI support
Tools for Generalized Polynomial Chaos
Probabilistic Collocation Method
Multi-element Probabilistic Collocation Method
High Dimensional Model Representation
Global Sensitivity (Total Sensitivity Indices)
Model reduction (Karhunen–Loève expansion)
Some parts of the software require the SpectralToolbox. The package has automatically MPI support through mpi4py and mpi_map.
Make sure you have the latest version of pip:
$ pip install –upgrade pip
$ pip install UQToolbox
Some users might want to install the toolbox without MPI support. This is possible, but not through the pip command:
$ pip download UQToolbox
$ cd /pth/to/downloaded/files
$ tar xzf UQToolbox-x.x.x.tar.gz
$ cd UQToolbox-x.x.x
$ python setup.py install –without-mpi4py
You can test whether all the functionalities work by running the unit tests.
>>> import UQToolbox >>> UQToolbox.RunUnitTests(maxprocs=None,PLOTTING=True)
where maxprocs defines the number of processors to be used if MPI support is activated. Be patient. The number of unit tests grows with the number of functionalities implemented in the software.
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