Using Python for scientific computing: Efficient and flexible evaluation of the statistical characteristics of functions with multivariate random inputs

Published: 01-02-2013| Version 1 | DOI: 10.17632/78mrzcmz8v.1
Rostislav Chudoba,
V. Sadílek,
R. Rypl,
M. Vořechovský


Abstract This paper examines the feasibility of high-level Python based utilities for numerically intensive applications via an example of a multidimensional integration for the evaluation of the statistical characteristics of a random variable. We discuss the approaches to the implementation of mathematically formulated incremental expressions using high-level scripting code and low-level compiled code. Due to the dynamic typing of the Python language, components of the algorithm can be easily coded ... Title of program: spirrid Catalogue Id: AENL_v1_0 Nature of problem Evaluation of the statistical moments of a function of random variables. Versions of this program held in the CPC repository in Mendeley Data AENL_v1_0; spirrid; 10.1016/j.cpc.2012.08.021 This program has been imported from the CPC Program Library held at Queen's University Belfast (1969-2018)