UQToolbox

UQToolbox: Tools for Uncertainty Quantification. This is a collection of tools for Uncertainty Quantification. Features: Sampling methods (Monte Carlo, Latin Hypercube, Quasi Monte Carlo) with MPI support; Tools for Generalized Polynomial Chaos; Probabilistic Collocation Method; Multi-element ProbabilisticZCollocation Method; High Dimensional Model Representation; ANOVA; Global Sensitivity (Total Sensitivity Indices); Model reduction (Karhunen–Loève expansion).