Data analysis

Visual analysis: QQ-Plot, Cobweb...
Fitting tests: Kolmogorov, Chi2...
Multivariate distribution: kernel smoothing (KDE), maximum likelihood...
Process: covariance models, Welch and Whittle estimators...
Bayesian calibration: Metropolis-Hastings, conditional distribution...

Probabilistic modeling

Dependence modelling: elliptical, archimedian copulas.
Univariate distribution: Normal, Weibull...
Multivariate distribution: Student, Dirichlet, Multinomial, User-defined
Process: Gaussian, ARMA, Random walk.
Covariance models: Matern, Exponential, User-defined

Meta modeling

Functional basis methods: orthogonal basis (polynomials, Fourier, Haar, Soize Ghanem), User-defined
Gaussian process regression: Generalized linear model (GLM), Kriging
Spectral methods: functional chaos (PCE...), Karhunen-Loeve, low rank tensors

Reliability, sensitivity

Sampling methods: Monte Carlo, LHS, low discrepancy sequences
Variance reduction methods: importance sampling, subset sampling
Approximation methods: FORM, SORM
Indices: Spearman, Sobol, ANCOVA
Importance factors: perturbation method, FORM, Monte Carlo

Functional modeling

Numerical functions: analytical, Python-defined, basis
Function operators: addition, product, composition, gradients
Function transformation: linear combination, aggregation, parametrization
Polynomials: orthogonal polynomial, algebra

Numerical methods

Integration: Gauss-Kronrod, ...
Optimization: NLopt, Cobyla, TNC
Root finding: Brent, Bisection
Linear algrebra: LAPACK, HMat
Interpolation: piecewise linear, piecewise Hermite
Least squares: SVD, QR, Cholesky, ...

News

  • 21 November 2016 OpenTURNS 1.8 released (Changelog).
  • 7 November 2016 OpenTURNS 1.8rc2 released (Changelog).
  • 11 August 2016 OpenTURNS 1.8rc1 released (Changelog).

Community

Who uses OpenTURNS?