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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 Performance #95

Closed mds2120 closed 2 years ago

mds2120 commented 3 years ago

Describe the bug The Nataf transformation is quite slow. The performance can be improved.

To Reproduce Steps to reproduce the behavior: N/A.

Expected behavior The correlation distortion should run much faster.

Screenshots NA

Desktop (please complete the following information): NA

Additional context Add any other context about the problem here.