propagate: Propagation of Uncertainty

Propagation of uncertainty using higher-order Taylor expansion and Monte Carlo simulation. Calculations of propagated uncertainties are based on matrix calculus including covariance structure according to Arras 1998 <doi:10.3929/ethz-a-010113668> (first order), Wang & Iyer 2005 <doi:10.1088/0026-1394/42/5/011> (second order) and BIPM Supplement 1 (Monte Carlo) <doi:10.59161/JCGM101-2008>.

Getting started

Package details

AuthorAndrej-Nikolai Spiess [aut, cre]
MaintainerAndrej-Nikolai Spiess <draspiess@gmail.com>
LicenseGPL (>= 2)
Version1.0-7
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("propagate")

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propagate documentation built on June 8, 2025, 9:59 a.m.