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Chaospy is a numerical toolbox for performing uncertainty quantification using polynomial chaos expansions, advanced Monte Carlo methods implemented in Python. It also include a full suite of tools for doing low-discrepancy sampling, quadrature creation, polynomial manipulations, and a lot more.

The philosophy behind chaospy is not to be a single tool that solves every uncertainty quantification problem, but instead be a specific tools to aid to let the user solve problems themselves. This includes both well established problems, but also to be a foundry for experimenting with new problems, that are not so well established. To do this, emphasis is put on the following:

• Focus on an easy to use interface that embraces the pythonic code style.
• Make sure the code is "composable", such a way that changing one part of the code with something user defined should be easy and encouraged.
• Try to support a broad width of the various methods for doing uncertainty quantification where that makes sense to involve chaospy.
• Make sure that chaospy plays nice with a large set of of other other similar projects. This includes numpy, scipy, scikit-learn, statsmodels, openturns, and gstools to mention a few.
• Contribute all code to the community open source.

Installation should be straight forward from pip:

pip install chaospy

Or if Conda is more to your liking:

conda install -c conda-forge chaospy

Then go over to the documentation to see how to use the toolbox.

Installing chaospy and its dependencies in developer mode is done as follows:

pip install -r requirements-dev.txt
pip install -e .

To ensure that the code run on your local system, run the following:

pytest --doctest-modules chaospy/ tests/ README.rst

The documentation build assumes that pandoc is installed on your system and available in your path.

To build documentation locally on your system, use make from the docs/ folder:

cd docs/
make html

Run make without argument to get a list of build targets. The HTML target stores output to the folder doc/.build/html.