Software on computer experiments, uncertainty analysis, sensitivity analysis
- A partial list proposed by B. Iooss and N. Devictor (CEA, 2008)
- R packages for computer experiments:
- The Sensitivity project for the sensitivity package - a collection of tools to compute sensitivities
- CRAN Task View: Design of Experiments & Analysis of Experimental Data link
- CompModSA - a collection of smoothing methods
- lhs - for various Latin Hypercube Samples
- BACCO - Bayesian analysis of computer code software
- tgp - Treed Gaussian processes
- DiceDesign, DiceEval, DiceKriging, DiceOptim - the four metamodeling packages of the Dice Consortium.
- SMURFER: Sensitivity, Metamodel, Uncertainty and Reliability FEatured by R - sources - Documentation in French
- Promethee project (IRSN): a distributed computing engine designed for parametric calculation with heavy computing software. Coupled with R as algorithm provider (uncertainties propagations, sensitivity analysis, optimizations) for design of experiments and statistical analysis.
- URANIE platform (CEA) in ROOT
- Neuro Pex : a software dedicated to the design of experiments for neural networks, algebraic nonlinear models, ordinary differential equations and some computer codes. Neuro Pex calculates D-optimal design, X-optimal design (Vila & Gauchi), true D-efficiency (Torsney) and parameter curvatures (Bates & Watts).
- Open TURNS: OpenTURNS is an Open source initiative to Treat Uncertainties, Risks’N Statistics in a structured industrial approach.
