Chaospy
Chaospy is a numerical tool for performing uncertainty quantification using polynomial chaos expansions and advanced Monte Carlo methods.
Requirements
python numpy scipy networkx
Optional packages
For regression analysis:
scikit-learn
For adaptive cubature:
cython
gcc
Prerequisite in Debian/Ubuntu
To install the prerequisite on a Debian/Ubuntu machine:
apt-get install python python-numpy python-scipy python-networkx \
python-sklearn cython gcc
Installation
To install in the site-packages directory and make it importable
from anywhere:
python setup.py install
To install the optional Cubature component, go into the subfolder
cubature and run the same command there.
License
The core code base is licensed under BSD terms. Files with deviating license have their own license written on top of the file.