Metadata-Version: 1.1
Name: mcerp
Version: 0.10
Summary: Real-time latin-hypercube-sampling-based Monte Carlo Error Propagation
Home-page: https://github.com/tisimst/mcerp
Author: Abraham Lee
Author-email: tisimst@gmail.com
License: BSD License
Description: ===============================
        ``mcerp`` Package Documentation
        ===============================
        
        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). 
        
        If you are familiar with Excel-based risk analysis programs like @Risk, 
        Crystal Ball, ModelRisk, etc., this package will work wonders for you (and 
        probably even be faster!) and give you more modelling flexibility with the 
        powerful Python language.
        
        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, and statistical
        functions like those in the `scipy.stats`_ module, can also be evaluated 
        directly.
        
        What's New In This Release
        ==========================
        
        - Extensive support for `scipy.stats`_ statistical functions (like 
          ``linregress``, ``wilcoxon``, ``bayes_mvs``, ``scoreatpercentile``, etc.)
          in the sub-module ``mcerp.stats``. The syntax is the same as the original 
          scipy functions, but now you can use objects created with MCERP as input 
          to the ``args`` of the functions (keyword-arguments not yet supported).
          
        - The math and statistical functions are now imported a little easier::
        
            >>> from mcerp.umath import *  # imports the math functions
            >>> from mcerp.stats import *  # imports the statistical functions
        
        - New distribution constructors (see the `package documentation`_ for help
          with the syntax and links to more detailed information about each):
        
          - ``Bradford``
          - ``Burr``
          - ``Erf``
          - ``Erlang``
          - ``ExtremeValueMax`` or ``EVMax``
          - ``ExtremeValueMin`` or ``EVMin``
          - ``PERT``
        
        - Aliased names for many other distributions (i.e., either can be used to
          create the same distribution, like, ``N(0, 1)`` is the same as 
          ``Normal(0, 1)``):
        
          - ``ChiSquared`` or ``Chi2``
          - ``Exponential`` or ``Exp``
          - ``Fisher`` or ``F``
          - ``LogNormal`` or ``LogN``
          - ``Normal`` or ``N``
          - ``StudentT`` or ``T``
          - ``Triangular`` or ``Tri``
          - ``Uniform`` or ``U``
          - ``Weibull`` or ``Weib``
          - ``Bernoulli`` or ``Bern``
          - ``Binomial`` or ``B``
          - ``Geometric`` or ``G``
          - ``Hypergeometric`` or ``H``
          - ``Poisson`` or ``Pois``
        
        Main Features
        =============
        
        1. **Transparent calculations**. **No or little modification** to existing 
           code required.
            
        2. Basic `NumPy`_ support without modification. (I haven't done extensive 
           testing, so please let me know if you encounter bugs.)
        
        3. Advanced mathematical functions supported through the ``mcerp.umath`` 
           sub-module. If you think a function is in there, it probably is. If it 
           isn't, please request it!
        
        4. **Easy statistical distribution constructors**. The location, scale, 
           and shape parameters follow the notation in the respective Wikipedia 
           articles.
        
        5. **Correlation enforcement** and variable sample visualization capabilities.
        
        6. **Probability calculations** using conventional comparison operators.
        
        7. Advanced Scipy statistical function compatibility with package functions.
        
        Installation
        ============
        
        Required Packages
        -----------------
        
        The following packages should be installed automatically (if using ``pip``
        or ``easy_install``), otherwise they will need to be installed manually:
        
        - `NumPy`_ : Numeric Python
        - `SciPy`_ : Scientific Python
        - `Matplotlib`_ : Python plotting library
        
        These packages come standard in *Python(x,y)*, *Spyder*, and other 
        scientific computing python bundles.
        
        How to install
        --------------
        
        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:
           
           a. Manually download the package files below, unzip to any directory, and run::
           
               $ [sudo] python setup.py install
        
           b. If ``setuptools`` is installed, run::
        
               $ [sudo] easy_install --upgrade mcerp
            
           c. 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::
        
            $ 2to3 -w .
            
        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.
        
        You can also get the bleeding-edge code from `GitHub`_ (though I can't 
        promise there won't be stability issues...).
        
        See also
        ========
        
        - `uncertainties`_ : First-order error propagation
        - `soerp`_ : Second-order error propagation
        
        Contact
        =======
        
        Please send **feature requests, bug reports, or feedback** to 
        `Abraham Lee`_.
        
        
            
        .. _Monte Carlo methods: http://en.wikipedia.org/wiki/Monte_Carlo_method
        .. _latin-hypercube sampling: http://en.wikipedia.org/wiki/Latin_hypercube_sampling
        .. _soerp: http://pypi.python.org/pypi/soerp
        .. _error propagation: http://en.wikipedia.org/wiki/Propagation_of_uncertainty
        .. _math: http://docs.python.org/library/math.html
        .. _NumPy: http://www.numpy.org/
        .. _SciPy: http://scipy.org
        .. _Matplotlib: http://matplotlib.org/
        .. _scipy.stats: http://docs.scipy.org/doc/scipy/reference/stats.html
        .. _uncertainties: http://pypi.python.org/pypi/uncertainties
        .. _source code: https://github.com/tisimst/mcerp
        .. _Abraham Lee: mailto:tisimst@gmail.com
        .. _package documentation: http://pythonhosted.org/mcerp
        .. _GitHub: http://github.com/tisimst/mcerp
        
Keywords: monte carlo,latin hypercube,sampling calculator,error propagation,uncertainty,risk analysis,error,real-time
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