UncertaintyQuantification.jl
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FriesischScott
Uncertainty Quantification in Julia
The `ResponseSurface` and `PolyharmonicSpline` essentially do the exact same thing with different basis. I suggest we refactor them into a single type that is passed the desired basis. This can...
### References [1] L. G. Crespo, S. P. Kenny, and D. P. Giesy, ‘Interval Predictor Models With a Linear Parameter Dependency’, Journal of Verification, Validation and Uncertainty Quantification, vol. 1,...
This is based on discussion in Issue [251](https://github.com/JuliaUQ/UncertaintyQuantification.jl/issues/251). 1. Speed up `evaluate` call for a `PolynomialChaosBasis`. 2. Implement various multi-index sets, now can pass a symbol to `PolynomialChaosBasis` for the...
When one (or more) Extractor(s) of an ```ExternalModel``` produces a output that is not a single value (```Vector```, or ```DataFrame```, or ```Dict```,...) in the resulting ```DataFrame``` produced by the ```evaluate!```...
As now when a ```Model``` is defined through its constructor, its property ```name``` is defined as a ```Symbol```, but would be useful to allow multiple outputs considering something like ```name::Union{Symbol,...
during the mcmc for subset simulation when only one sample is rejected the code errors cause it is expecting a Boolean but is receiving a Vector.
This PR adds the ability plot the following using plot recipes: * Distributions (both pdf and cdf) * IntervalVariables * P-boxes * A vector of UQInputs (plots it in a...
Might be nice to have more methods than HLRF for FORM. This paper (although old) describes several constrained optimisation methods for FORM: https://doi.org/10.1016/0167-4730(91)90041-7 When we have GPs, can we use...
Currently for each level of the subset simulation a different folder with a timestamp is created, this can result in confusing folder structures. We suggest to implement something like this,...
New pull req from inside the repo: Original text: Implementation of 2 methods to calculate Kucherenko Indices and ability to create conditional samples from a gaussian copula New functions: Standard...
