The probabilistic matlab toolbox contains the following probabilistic computational methods:
Several importance sampling routines are available for the Monte Carlo method:
The Directional Sampling routine supports Adaptive Response Surfaces, a technique that will be available for the other computational methods shortly.
Several limit state functions are available already to be used with any of the computational methods:
The dune erosion related limit state functions are part of the DUROS toolbox.
Furthermore, a large variety of probability distributions is available from this toolbox as well as techniques to distillate the design point from random sampling techniques and for chaining different types of probabilistic computational methods together.
|
A python package with similar features can be found at https://github.com/hackl/pyre |