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Worst case analysis and sensitivity studies using Extreme Value and/or Monte Carlo methods.

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worstcase

pip install worstcase

Worst case analysis and sensitivity studies using Extreme Value and/or Monte Carlo methods.

EDN blogger Charles Hymowitz wrote an insightful series on worst case circuit analysis, read it here.

This lightweight package allows the user to specify varying parameters and execute worst case analysis or sensitivity studies by Extreme Value and/or Monte Carlo methods over arbitrary single valued functions. Parameters are assumed to be uniform by default; the user may generate their own custom distributions if desired.

Please see the example for usage.

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