R: Propagation of Uncertainty

# Propagation of Uncertainty

## Documentation for package ‘propagate’ version 1.1-0

- DESCRIPTION file
- Package NEWS
- Package README

## Help Pages

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
sobol | Compute Sobol Sensitivity Indices from a 'propagate' object
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'