propagate: Propagation of Uncertainty

Propagation of uncertainty using higher-order Taylor expansion and Monte Carlo simulation.

Author
Andrej-Nikolai Spiess <a.spiess@uke.uni-hamburg.de>
Date of publication
2014-09-27 12:26:57
Maintainer
Andrej-Nikolai Spiess <a.spiess@uke.uni-hamburg.de>
License
GPL (>= 2)
Version
1.0-4

View on CRAN

Man pages

bigcor
Creating very large correlation/covariance matrices
contribution
Contribution to propagated uncertainty for each variable
cor2cov
Converting a correlation matrix into a covariance matrix
fitDistr
Fitting distributions to observations/Monte Carlo simulations
interval
Uncertainty propagation based on interval arithmetics
makeDat
Create a dataframe from the variables defined in an...
makeDerivs
Utility functions for creating Gradient- and Hessian-like...
matrixStats
Fast column- and row-wise versions of variance coded in C++
mixCov
Mixing covariances matrices, raw data, summary data or error...
moments
Skewness and (excess) Kurtosis of a vector of values
numDerivs
Functions for creating Gradient and Hessian matrices by...
plot.propagate
Plotting function for 'propagate' objects
predictNLS
Confidence intervals for nonlinear models based on...
print.propagate
Printing function for 'propagate' objects
propagate
Propagation of uncertainty using higher-order Taylor...
rDistr
Creating random samples from a variety of useful...
statVec
Transform an input vector into one with defined mean and...
summary.propagate
Summary function for 'propagate' objects
WelchSatter
Welch-Satterthwaite approximation to the 'effective degrees...

Files in this package

propagate
propagate/src
propagate/src/Makevars
propagate/src/rowVarsC.cpp
propagate/src/colVarsC.cpp
propagate/NAMESPACE
propagate/NEWS
propagate/data
propagate/data/H.3.rda
propagate/data/H.4.rda
propagate/data/H.2.rda
propagate/R
propagate/R/contribution.R
propagate/R/utils.R
propagate/R/matrixStats.R
propagate/R/distr-samplers.R
propagate/R/interval.R
propagate/R/numHess.R
propagate/R/fitDistr.R
propagate/R/print.propagate.R
propagate/R/plot.propagate.R
propagate/R/predictNLS.R
propagate/R/distr-densities.R
propagate/R/numGrad.R
propagate/R/cor2cov.R
propagate/R/WelchSatter.R
propagate/R/propagate.R
propagate/R/summary.propagate.R
propagate/R/makeDat.R
propagate/R/bigcor.R
propagate/R/mixCov.R
propagate/R/statVec.R
propagate/MD5
propagate/DESCRIPTION
propagate/man
propagate/man/makeDat.Rd
propagate/man/mixCov.Rd
propagate/man/print.propagate.Rd
propagate/man/cor2cov.Rd
propagate/man/contribution.Rd
propagate/man/fitDistr.Rd
propagate/man/interval.Rd
propagate/man/moments.Rd
propagate/man/numDerivs.Rd
propagate/man/datasets.rd
propagate/man/matrixStats.Rd
propagate/man/summary.propagate.Rd
propagate/man/rDistr.Rd
propagate/man/makeDerivs.Rd
propagate/man/propagate.Rd
propagate/man/plot.propagate.Rd
propagate/man/predictNLS.Rd
propagate/man/statVec.Rd
propagate/man/bigcor.Rd
propagate/man/WelchSatter.Rd