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propagate (version 1.0-4)
Propagation of Uncertainty
Description
Propagation of uncertainty using higher-order Taylor expansion and Monte Carlo simulation.
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Install
install.packages('propagate')
Monthly Downloads
905
Version
1.0-4
License
GPL (>= 2)
Maintainer
Andrej-Nikolai Spiess
Last Published
September 27th, 2014
Functions in propagate (1.0-4)
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contribution
Contribution to propagated uncertainty for each variable
cor2cov
Converting a correlation matrix into a covariance matrix
statVec
Transform an input vector into one with defined mean and standard deviation
WelchSatter
Welch-Satterthwaite approximation to the 'effective degrees of freedom'
predictNLS
Confidence intervals for nonlinear models based on uncertainty propagation
print.propagate
Printing function for 'propagate' objects
fitDistr
Fitting distributions to observations/Monte Carlo simulations
interval
Uncertainty propagation based on interval arithmetics
bigcor
Creating very large correlation/covariance matrices
numDerivs
Functions for creating Gradient and Hessian matrices by numerical differentiation (Richardson's method) of the partial derivatives
matrixStats
Fast column- and row-wise versions of variance coded in C++
makeDerivs
Utility functions for creating Gradient- and Hessian-like matrices with symbolic derivatives and evaluating them in an environment
plot.propagate
Plotting function for 'propagate' objects
propagate
Propagation of uncertainty using higher-order Taylor expansion and Monte Carlo simulation
makeDat
Create a dataframe from the variables defined in an expression
mixCov
Mixing covariances matrices, raw data, summary data or error values into a single covariance matrix
summary.propagate
Summary function for 'propagate' objects
rDistr
Creating random samples from a variety of useful distributions
moments
Skewness and (excess) Kurtosis of a vector of values
datasets
Datasets from the GUM "Guide to the expression of uncertainties in measurement" (2008)