Chaospy is a numerical tool for performing uncertainty quantification using polynomial chaos expansions and advanced Monte Carlo methods.

python numpy scipy networkx

For regression analysis:

scikit-learn

For adaptive cubature:

cython gcc

To install the prerequisite on a Debian/Ubuntu machine:

apt-get install python python-numpy python-scipy python-networkx \

python-sklearn cython gcc

To install in the site-packages directory and make it importable from anywhere:

python setup.py install

To install the optional Cubature component, go into the subfolder cubature and run the same command there.

The core code base is licensed under BSD terms. Files with deviating license have their own license written on top of the file.