Product detail

SPIRRID - Tool for estimation of statistical characteristics of multivariate random functions (Python package)

SADÍLEK, V. RYPL, R. VOŘECHOVSKÝ, M. CHUDOBA, R.

Product type

software

Abstract

SPIRRID - Tool for estimation of statistical characteristics of multivariate random functions (Python package). The implementation of the SPIRRID is highly configurable and provides the following features: - The class SPIRRID can be configured for an arbitrary response function q(e = [], theta = []). The function q(e, theta) must be a "callable" object and must have one or more control variables e and one or more parameters theta. - The parameters and randomization are specified using the tvars trait attribute. They are instances of the RV class representing a random variable that can be associated with probabilistic distribution from scipy.stats.distribution package. - There are four sampling schemes that can be specified using the sampling_type trait attribute. - The execution of the integration may be done using the numpy implementation or using a compiled C-code implementation . - The control variable e can be n-dimensional

Keywords

Python, Enthought traits, NumPy, SciPy, C, Loopless programming, Multidimensional integration, Estimation of statistical moments

Create date

10. 11. 2014

Location

http://stm.fce.vutbr.cz/equipment.php

Possibilities of use

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Licence fee

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