jonathf / chaospy

Chaospy - Toolbox for performing uncertainty quantification.
https://chaospy.readthedocs.io/
MIT License
433 stars 87 forks source link
gaussian-quadrature sensitivity-analysis sparse-grids uncertainty-quantification variance-reduction

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Chaospy is a numerical toolbox designed for performing uncertainty quantification through polynomial chaos expansions and advanced Monte Carlo methods implemented in Python. It includes a comprehensive suite of tools for low-discrepancy sampling, quadrature creation, polynomial manipulations, and much more.

The philosophy behind chaospy is not to serve as a single solution for all uncertainty quantification challenges, but rather to provide specific tools that empower users to solve problems themselves. This approach accommodates well-established problems but also serves as a foundry for experimenting with new, emerging problems. Emphasis is placed on the following:

Installation

Installation is straightforward via pip <https://pypi.org/>_:

.. code-block:: bash

pip install chaospy

Alternatively, if you prefer Conda <https://conda.io/>_:

.. code-block:: bash

conda install -c conda-forge chaospy

After installation, visit the documentation <https://chaospy.readthedocs.io/en/master>_ to learn how to use the toolbox.

Development

To install chaospy and its dependencies in developer mode:

.. code-block:: bash

pip install -e .[dev]

Testing

To run tests on your local system:

.. code-block:: bash

pytest --doctest-modules chaospy/ tests/ README.rst

Documentation

Ensure that pandoc is installed and available in your path to build the documentation.

From the docs/ directory, build the documentation locally using:

.. code-block:: bash

cd docs/
make html

Run make without arguments to view other build targets. The HTML documentation will be output to doc/.build/html.