List of uncertainty propagation software
Encyclopedia
List of uncertainty propagation software used for performing uncertainty propagation
calculations:
Propagation of uncertainty
In statistics, propagation of error is the effect of variables' uncertainties on the uncertainty of a function based on them...
calculations:
Software
- Dempster Shafer with Intervals (DSI) Toolbox is a MATLAB toolbox for verified computing under Dempster–Shafer theory. It provides aggregation rules, fast (non-)monotonic function propagation, plots of basic probability assignments, verified Fault tree analysisFault tree analysisFault tree analysis is a top down, deductive failure analysis in which an undesired state of a system is analyzed using boolean logic to combine a series of lower-level events...
, and much more. - EasyGraph is a graphing package that supports error propagation directly into the error bars.
- Epc is an open source script based tool that calculates the propagation of errors in variables. To quote the text on the Epc web page "This is done by repeated calculation of the expression using variable-values which are generated using a random number generator whose mean and standard-deviation match the values specified for the variable".
- FuncDesignerFuncDesignerFuncDesigner is a computer algebra system written as a Python module. It is cross-platform software , with a completely free license....
- GUM Workbench implements a systematic way to analyze an uncertainty problem for single and multiple results.
- GUM Tree is a design pattern for propagating measurement uncertainty. There is an implementation in R and add-ons for Excel (real and complex numbers).
- GUM Tree Calculator is a programmable Windows command-line tool with full support for uncertainty calculations involving real and complex quantities.
- The Gustavus propagator is an open source calculator that supports error propagation developed by Thomas Huber.
- Metas.UncLib is a C# software library. There is a wrapper for MATLAB. It supports: multivariate uncertainties, complex values, correlations, vector and matrix algebra.
- The laffers.net propagator is a web based tool for propagating errors in data. The tool uses the standard methods for propagation.
- MUSE Measurement Uncertainty Simulation and Evaluation using the monte carlo method.
- Uncertainties is a free yet powerful calculator and Python software library for transparently performing calculations with uncertainties and correlations.
- Risk Calc supports probability bounds analysis, standard fuzzy arithmetic, and classical interval analysis for conducting distribution-free or nonparametric risk analyses.
Comparison
| Name | Creator | License | Programming language | Handles correlations? | Cross-platform? | Calculator? | Library? | Remarks |
|---|---|---|---|---|---|---|---|---|
| Abacus | Mischa Megens | C C (programming language) C is a general-purpose computer programming language developed between 1969 and 1973 by Dennis Ritchie at the Bell Telephone Laboratories for use with the Unix operating system.... , Win32 |
Desktop calculator (Windows), handles multiple expressions | |||||
| App::ErrorCalculator | Steffen Müller | Perl Perl Perl is a high-level, general-purpose, interpreted, dynamic programming language. Perl was originally developed by Larry Wall in 1987 as a general-purpose Unix scripting language to make report processing easier. Since then, it has undergone many changes and revisions and become widely popular... |
Library and script to process tabular values | |||||
| Colby College Uncertainty Calculator | T. W. Shattuck | JavaScript JavaScript JavaScript is a prototype-based scripting language that is dynamic, weakly typed and has first-class functions. It is a multi-paradigm language, supporting object-oriented, imperative, and functional programming styles.... |
Web browser based. Formula input, then asks for values of variables. | |||||
| Dempster Shafer with Intervals (DSI) Toolbox | Gabor Rebner | MATLAB MATLAB MATLAB is a numerical computing environment and fourth-generation programming language. Developed by MathWorks, MATLAB allows matrix manipulations, plotting of functions and data, implementation of algorithms, creation of user interfaces, and interfacing with programs written in other languages,... |
Verified computation of basic probability assignments and Fault tree analysis Fault tree analysis Fault tree analysis is a top down, deductive failure analysis in which an undesired state of a system is analyzed using boolean logic to combine a series of lower-level events... under Dempster–Shafer theory. Fast evaluation of (non-) monotonic system functions and aggregation rules. |
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| Experimental Data Analyst (EDA) | David Harrison | Mathematica Mathematica Mathematica is a computational software program used in scientific, engineering, and mathematical fields and other areas of technical computing... |
Library | |||||
| EPC: error-propagating calculator | Dan Kelley | Perl Perl Perl is a high-level, general-purpose, interpreted, dynamic programming language. Perl was originally developed by Larry Wall in 1987 as a general-purpose Unix scripting language to make report processing easier. Since then, it has undergone many changes and revisions and become widely popular... |
Perl Perl Perl is a high-level, general-purpose, interpreted, dynamic programming language. Perl was originally developed by Larry Wall in 1987 as a general-purpose Unix scripting language to make report processing easier. Since then, it has undergone many changes and revisions and become widely popular... Script. Monte Carlo evaluation of an expression. |
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| FuncDesigner FuncDesigner FuncDesigner is a computer algebra system written as a Python module. It is cross-platform software , with a completely free license.... |
Dmitrey | Python Python (programming language) Python is a general-purpose, high-level programming language whose design philosophy emphasizes code readability. Python claims to "[combine] remarkable power with very clear syntax", and its standard library is large and comprehensive... |
Library and stand-alone (via the Python shell). Involves Automatic differentiation Automatic differentiation In mathematics and computer algebra, automatic differentiation , sometimes alternatively called algorithmic differentiation, is a set of techniques to numerically evaluate the derivative of a function specified by a computer program... (possibly large-scale sparse) |
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| GUM Workbench | Metrodata GmbH | Delphi | Standalone. Detailed consequences of a model equation. | |||||
| fussy | S. Bhatnagar | C C (programming language) C is a general-purpose computer programming language developed between 1969 and 1973 by Dennis Ritchie at the Bell Telephone Laboratories for use with the Unix operating system.... |
Scripting language called 'fussy', similar to C. | |||||
| Gustavus Adolphus error propagation calculator | Thomas Huber | Executable only. Desk calculator style (with no expression parentheses). | ||||||
| laffers.net error propagation calculator | Richard Laffers | JavaScript JavaScript JavaScript is a prototype-based scripting language that is dynamic, weakly typed and has first-class functions. It is a multi-paradigm language, supporting object-oriented, imperative, and functional programming styles.... |
Web browser based. Desk calculator style. | |||||
| Measurement Software Toolkit | Industrial Research Ltd | R R (programming language) R is a programming language and software environment for statistical computing and graphics. The R language is widely used among statisticians for developing statistical software, and R is widely used for statistical software development and data analysis.... ; Excel Microsoft Excel Microsoft Excel is a proprietary commercial spreadsheet application written and distributed by Microsoft for Microsoft Windows and Mac OS X. It features calculation, graphing tools, pivot tables, and a macro programming language called Visual Basic for Applications... plug-in |
Library and plug-in | |||||
| GUM Tree Calculator (GTC) | Industrial Research Ltd | Python Python (programming language) Python is a general-purpose, high-level programming language whose design philosophy emphasizes code readability. Python claims to "[combine] remarkable power with very clear syntax", and its standard library is large and comprehensive... |
A programmable command-line calculator for Windows. Suitable for calculations involving real and complex quantities. Programmable in Python. An IDE with syntax highlighting and on-line help is included. | |||||
| MUSE | Measurement Uncertainty Research Group, ETH Zürich ETH Zurich The Swiss Federal Institute of Technology Zurich or ETH Zürich is an engineering, science, technology, mathematics and management university in the City of Zurich, Switzerland.... |
C++ C++ C++ is a statically typed, free-form, multi-paradigm, compiled, general-purpose programming language. It is regarded as an intermediate-level language, as it comprises a combination of both high-level and low-level language features. It was developed by Bjarne Stroustrup starting in 1979 at Bell... |
Standalone. Monte-Carlo sampling. Interprets an XML XML Extensible Markup Language is a set of rules for encoding documents in machine-readable form. It is defined in the XML 1.0 Specification produced by the W3C, and several other related specifications, all gratis open standards.... model description file. |
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| Metas.UncLib | Michael Wollensack, METAS | C#; MATLAB MATLAB MATLAB is a numerical computing environment and fourth-generation programming language. Developed by MathWorks, MATLAB allows matrix manipulations, plotting of functions and data, implementation of algorithms, creation of user interfaces, and interfacing with programs written in other languages,... wrapper |
Library | |||||
| Number::WithError | Steffen Müller | Perl Perl Perl is a high-level, general-purpose, interpreted, dynamic programming language. Perl was originally developed by Larry Wall in 1987 as a general-purpose Unix scripting language to make report processing easier. Since then, it has undergone many changes and revisions and become widely popular... |
Library | |||||
| uncertainties | Eric O. Lebigot (EOL) | Python Python (programming language) Python is a general-purpose, high-level programming language whose design philosophy emphasizes code readability. Python claims to "[combine] remarkable power with very clear syntax", and its standard library is large and comprehensive... |
Library and stand-alone command-line calculator (via the Python Python (programming language) Python is a general-purpose, high-level programming language whose design philosophy emphasizes code readability. Python claims to "[combine] remarkable power with very clear syntax", and its standard library is large and comprehensive... shell). Fully transparent calculations with correlations. Also handles matrices with uncertainties. Automatically calculates all the derivatives of an expression |
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| Risk Calc | Scott Ferson | C++ C++ C++ is a statically typed, free-form, multi-paradigm, compiled, general-purpose programming language. It is regarded as an intermediate-level language, as it comprises a combination of both high-level and low-level language features. It was developed by Bjarne Stroustrup starting in 1979 at Bell... |
Probabilistic and interval uncertainty. Also handles uncertainty about correlations. | |||||
| S&T Missouri Uncertainty Calculator | Gary L. Bertrand | JavaScript JavaScript JavaScript is a prototype-based scripting language that is dynamic, weakly typed and has first-class functions. It is a multi-paradigm language, supporting object-oriented, imperative, and functional programming styles.... |
Web browser based. Desk calculator style. |
See also
- List of Automatic differentiation software (also can be used to obtain uncertainties)