Publication detail

SPIRRID -- tool for estimation of statistical characteristics of function with multivariate random inputs

SADÍLEK, V. CHUDOBA, R. VOŘECHOVSKÝ, M. RYPL, R.

Original Title

Type

conference paper

Language

English

Original Abstract

This paper is a promotion of a recently published journal paper. The paper presents application of known mathematical methods and computational techniques for the numerical integration in the computational tool SPIRRID (Python package) for efficient and flexible evaluation of the statistical characteristics of functions with multivariate random inputs developed in high-level programming language Python. The paper describes mathematical formulation of the estimation of the statistical characteristics, design of an object oriented architecture of the package and results of performance studies. The code of this computational tool including examples and the results of performance studies is available via the free Github repository.

Keywords

Python, Enthought Traits, NumPy, SciPy, C, statistical characteristics, multidimensional integration

Authors

SADÍLEK, V.; CHUDOBA, R.; VOŘECHOVSKÝ, M.; RYPL, R.

RIV year

2012

Released

7. 9. 2012

Publisher

WSEAS Press

Location

Sliema, Malta

ISBN

978-1-61804-117-3

Book

Advances in Mathematical and Computational Methods

ISBN

2227-4588

Periodical

Advances in Mathematical and Computational Methods

State

Hellenic Republic

Pages from

275

Pages to

280

Pages count

BibTex

@inproceedings{BUT89680,
  author="Václav {Sadílek} and Rostislav {Chudoba} and Miroslav {Vořechovský} and Rostislav {Rypl}",
  title="SPIRRID -- tool for estimation of statistical characteristics of function with multivariate random inputs",
  booktitle="Advances in Mathematical and Computational Methods",
  year="2012",
  journal="Advances in Mathematical and Computational Methods",
  pages="275--280",
  publisher="WSEAS Press",
  address="Sliema, Malta",
  isbn="978-1-61804-117-3",
  issn="2227-4588"
}