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Documentation license

Creative Commons License

mcerp Package Documentation

Overview

mcerp is a stochastic calculator for Monte Carlo methods that uses latin-hypercube sampling to perform non-order specific error propagation (or uncertainty analysis). With this package you can easily and transparently track the effects of uncertainty through mathematical calculations. Advanced mathematical functions, similar to those in the standard math module can also be evaluated directly.

Due to the nature of random sampling techniques, calculation results will vary from session to session (but be consistent within the session) since new samples are only generated when variables are newly defined or re-defined. By default, each variable uses 10,000 samples that are sufficiently random. The number of samples can be changed by assigning an integer value to the mcerp.npts object (typically, values between 1,000 and 1,000,000 are sufficiently large to ensure small errors in the resulting statistics). This should only be changed prior to performing calculations since all subsequent calculations assume that each input has the same number of sampled points (this could be changed through resampling, I suppose...).

In order to correctly use mcerp, knowledge of the distributions from the scipy.stats sub-module is helpful, but not required since many of the most common distributions can be created with convenient functions (see table below). The result of all calculations generates a mean, variance, and standardized skewness and kurtosis coefficients (this means that a Normal distribution has a kurtosis of 3, NOT 0).

Required Packages

The following packages should be installed automatically (if using pip or easy_install), otherwise they will need to be installed manually:

These packages come standard in Python(x,y), Spyder, and other scientific computing python bundles.

Main Features

  1. Transparent calculations. No or little modification to existing code required.
  2. Basic NumPy support without modification. (I haven’t done extensive testing, so please let me know if you encounter bugs.)
  3. Advanced mathematical functions supported through the mcerp.umath sub-module. If you think a function is in there, it probably is. If it isn’t, please request it!
  4. Easy statistical distribution constructors. The location, scale, and shape parameters follow the notation in the respective Wikipedia articles.
  5. Correlation enforcement and variable sample visualization capabilities.
  6. Probability calculations using conventional comparison operators.

Installation

Make sure you have the SciPy and NumPy and Matplotlib packages installed! This package won’t work without them.

You have several easy, convenient options to install the mcerp package (administrative privileges may be required)

  1. Simply copy the unzipped mcerp-XYZ directory to any other location that python can find it and rename it mcerp.

  2. From the command-line, do one of the following:

    1. Manually download the package files below, unzip to any directory, and run:

      $ [sudo] python setup.py install
    2. If setuptools is installed, run:

      $ [sudo] easy_install --upgrade mcerp
    3. If pip is installed, run:

      $ [sudo] pip install --upgrade mcerp

Python 3

To use this package with Python 3.x, you will need to run the 2to3 conversion tool at the command-line using the following syntax while in the unzipped mcerp directory:

$ 2to3 -w .

This should take care of the main changes required. Then, run:

$ python3 setup.py install

If bugs continue to pop up, please email the author.

See also

Contact

Please send feature requests, bug reports, or feedback to Abraham Lee.