UQpy (Uncertainty Quantification with python) is a general purpose Python toolbox for modeling uncertainty in physical and mathematical systems.
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Do the Gaussian samples need to be standard unit Gaussian? I assume they do. #169
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lohitv96 opened 2 years ago
The Gaussian samples can have any variance. The standard deviation is computed in this line
https://github.com/SURGroup/UQpy/blob/e8bd9d2bd45b9d5ffe85b0706e76cbab05dfdabb/src/UQpy/stochastic_process/Translation.py#L101
and the standard deviation is used while computing the CDF.