Software

This page provides a collection of links to software of interest for the RT-UQ community---and hopefully beyond---on the topics of computer experiments, uncertainty and sensitivity analysis, Gaussian processes, polynomial chaos expansions, ... Some (but not all) of these have been developped by, are maintained by, or include contributions from members of RT-UQ.

Algorithm template

R packages

Most of these packages can be installed using CRAN facilities (ie. install.packages).

Matlab/Octave

Scilab

Python

Julia packages

Others