Propagation of Uncertainty


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Documentation for package ‘propagate’ version 1.0-6

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bigcor Creating very large correlation/covariance matrices
colVarsC Fast column- and row-wise versions of variance coded in C++
cor2cov Converting a correlation matrix into a covariance matrix
evalDerivs Utility functions for creating Gradient- and Hessian-like matrices with symbolic derivatives and evaluating them in an environment
fitDistr Fitting distributions to observations/Monte Carlo simulations
H.2 Datasets from the GUM "Guide to the expression of uncertainties in measurement" (2008)
H.3 Datasets from the GUM "Guide to the expression of uncertainties in measurement" (2008)
H.4 Datasets from the GUM "Guide to the expression of uncertainties in measurement" (2008)
interval Uncertainty propagation based on interval arithmetics
kurtosis Skewness and (excess) Kurtosis of a vector of values
makeDat Create a dataframe from the variables defined in an expression
makeGrad Utility functions for creating Gradient- and Hessian-like matrices with symbolic derivatives and evaluating them in an environment
makeHess Utility functions for creating Gradient- and Hessian-like matrices with symbolic derivatives and evaluating them in an environment
mixCov Aggregating covariances matrices and/or error vectors into a single covariance matrix
numGrad Functions for creating Gradient and Hessian matrices by numerical differentiation (Richardson's method) of the partial derivatives
numHess Functions for creating Gradient and Hessian matrices by numerical differentiation (Richardson's method) of the partial derivatives
plot.propagate Plotting function for 'propagate' objects
predictNLS Confidence/prediction intervals for (weighted) nonlinear models based on uncertainty propagation
propagate Propagation of uncertainty using higher-order Taylor expansion and Monte Carlo simulation
rDistr Creating random samples from a variety of useful distributions
rowVarsC Fast column- and row-wise versions of variance coded in C++
skewness Skewness and (excess) Kurtosis of a vector of values
statVec Transform an input vector into one with defined mean and standard deviation
stochContr Stochastic contribution analysis of Monte Carlo simulation-derived propagated uncertainty
summary.propagate Summary function for 'propagate' objects
WelchSatter Welch-Satterthwaite approximation to the 'effective degrees of freedom'