Real-time latin-hypercube-sampling-based Monte Carlo Error Propagation
mcerp is a stochastic calculator for Monte Carlo methods that uses latin-hypercube sampling to perform non-order specific error propagation (or uncertainty analysis). With this package you can easily and transparently track the effects of uncertainty through mathematical calculations. Advanced mathematical functions, similar to those in the standard math module can also be evaluated directly.
What’s New In This Release
- Added full customization capabilities to the plotting function with **kwargs.
- Added package documentation.
The following packages should be installed automatically (if using pip or easy_install), otherwise they will need to be installed manually:
These packages come standard in Python(x,y), Spyder, and other scientific computing python bundles.
- Transparent calculations. No or little modification to existing code required.
- Basic NumPy support without modification. (I haven’t done extensive testing, so please let me know if you encounter bugs.)
- Advanced mathematical functions supported through the mcerp.umath sub-module. If you think a function is in there, it probably is. If it isn’t, please request it!
- Easy statistical distribution constructors. The location, scale, and shape parameters follow the notation in the respective Wikipedia articles.
- Correlation enforcement and variable sample visualization capabilities.
- Probability calculations using conventional comparison operators.
You have several easy, convenient options to install the mcerp package (administrative privileges may be required)
Simply copy the unzipped mcerp-XYZ directory to any other location that python can find it and rename it mcerp.
From the command-line, do one of the following:
Manually download the package files below, unzip to any directory, and run:
$ [sudo] python setup.py install
If setuptools is installed, run:
$ [sudo] easy_install --upgrade mcerp
If pip is installed, run:
$ [sudo] pip install --upgrade mcerp
To use this package with Python 3.x, you will need to run the 2to3 conversion tool at the command-line using the following syntax while in the unzipped mcerp directory:
$ 2to3 -w .
This should take care of the main changes required. Then, run:
$ python3 setup.py install
If bugs continue to pop up, please email the author.
You can also get the bleeding-edge code from GitHub (though I can’t promise there won’t be stability issues…).
Please send feature requests, bug reports, or feedback to Abraham Lee.