damar-wicaksono / uqtestfuns

A Python3 library of test functions from the uncertainty quantification community with a common interface for validation and benchmarking purposes.
https://uqtestfuns.readthedocs.io/en/latest/
MIT License
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Add an implementation of the simple portfolio model. #321

Closed damar-wicaksono closed 8 months ago

damar-wicaksono commented 8 months ago

The function is a three-dimensional linear function with normally distributed input random variables. The model is taken from Saltelli et al. (2004).

This PR should resolve Issue #320.

codecov[bot] commented 8 months ago

Codecov Report

All modified and coverable lines are covered by tests :white_check_mark:

Comparison is base (3a915b4) 98.86% compared to head (d6b45bc) 98.87%.

:exclamation: Current head d6b45bc differs from pull request most recent head 364a797. Consider uploading reports for the commit 364a797 to get more accurate results

Additional details and impacted files ```diff @@ Coverage Diff @@ ## dev #321 +/- ## ========================================== + Coverage 98.86% 98.87% +0.01% ========================================== Files 57 58 +1 Lines 1934 1956 +22 Branches 140 140 ========================================== + Hits 1912 1934 +22 Misses 11 11 Partials 11 11 ```

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