Nataf Numerical Instability

SURGroup / UQpy

UQpy (Uncertainty Quantification with python) is a general purpose Python toolbox for modeling uncertainty in physical and mathematical systems.

MIT License

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Nataf Numerical Instability #188

Closed mds2120 closed 1 year ago

mds2120 commented 1 year ago

The correlation distortion function Nataf.distortion_z2x is numerically unstable whenever corr_z > 0.99. This was not the case in version 3 where we could set core_z has high as 0.9999

dimtsap commented 1 year ago

Fixes with #192