Description
Propagation of Uncertainty.
Description
Propagation of uncertainty using higher-order Taylor expansion and Monte Carlo simulation.
README.md
propagate: Propagation of uncertainty using higher-order Taylor expansion and Monte Carlo simulation (R-package)
propagate is an R package that can conduct uncertainty propagation based on first- and second-order Taylor expansion as well as Monte Carlo simulation. It also houses functionality to estimate confidence and prediction intervals for nonlinear models, create large correlation matrices and automatic distribution fitting.
Installation
You can install the latest development version of the code using the devtools R package.
# Install devtools, if you haven't already.
install.packages("devtools")
library(devtools)
install_github("anspiess/propagate")
source("https://install-github.me/anspiess/propagate")