UQToolbox 0.1.5

Tools for Uncertainty Quantification

This is a collection of tools for Uncertainty Quantification

Features:

• 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

• ANOVA

• Global Sensitivity (Total Sensitivity Indices)

• Model reduction (Karhunen–Loève expansion)

Requirements

Some parts of the software require the SpectralToolbox. The package has automatically MPI support through mpi4py and mpi_map.

Installation

Install running:

$ pip install UQToolbox

Some users might want to install the toolbox without MPI support. This is possible, but not through the pip command:

$ pip install –download=”/pth/to/downloaded/files” 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

Test Installation

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.