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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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Version

Install

install.packages('propagate')

Monthly Downloads

795

Version

1.0-4

License

GPL (>= 2)

Maintainer

Andrej-Nikolai Spiess

Last Published

September 27th, 2014

Functions in propagate (1.0-4)

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)