A Julia package for uncertainty quantification. Current functionality includes:
- Simulation-based reliability analysis
- Monte Carlo simulation
- Quasi Monte Carlo simulation (Sobol, Halton)
- (Advanced) Line Sampling
- Subset Simulation
- Sensitivity analysis
- Gradients
- Sobol indices
- Metamodeling
- Polyharmonic splines
- Response Surface
- Polynomial Chaos Expansion
- Bayesian Updating
- Third-party solvers
- Connect to any solver by injecting random samples into source files
- HPC interfacing with slurm
- Stochastic Dynamics
- Power Spectral Density Estimation
- Stochastic Process Generation