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.
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)
Simply copy the unzipped mcerp-XYZ directory to any other location that
python can find it and rename it mcerp.
From the command-line, do one of the following:
Manually download the package files below, unzip to any directory, and run:
$ [sudo] python setup.py install
If setuptools is installed, run:
$ [sudo] easy_install --upgrade mcerp
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:
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.
