Chaospy: An open source tool for designing methods of uncertainty quantification
Software for modeling uncertainty using Monte Carlo and polynomial chaos expansions. Used from Python with a programming syntax close to the mathematical theory. Can equip forward model with uncertainty quantication results from minimal code. Highly modular software structure, aimed to serve both experts and non-experts. Software compares favorably in functionality with competing packages.
uncertainty quantification polynomial chaos expansions monte carlo simulation rosenblatt transformations python package