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Manuscript Title: Using Python for scientific computing: efficient and flexible evaluation of the statistical characteristics of functions with multivariate random inputs
Authors: R. Chudoba, V. Sadílek, R. Rypl, M. Vorechovský
Program title: spirrid
Catalogue identifier: AENL_v1_0
Distribution format: tar.gz
Journal reference: Comput. Phys. Commun. 184(2013)414
Programming language: Python and C.
Computer: PC.
Operating system: LINUX, UNIX, Windows.
Keywords: Python, Enthought traits, NumPy, SciPy, C, loopless programming, multidimensional integration, estimation of statistical moments.
PACS: 02.50.Sk, 02.50.Cw.
Classification: 4.13, 6.2.

External routines: NumPy (http://numpy.scipy.org/), SciPy (http://www.scipy.com)

Nature of problem:
Evaluation of the statistical moments of a function of random variables.

Solution method:
Direct multidimensional integration.

Running time:
Depending on the number of random variables the time needed for the numerical estimation of the mean value of a function with a sufficiently low level of the numerical error varies. For orientation, the time needed for two included examples: examples/fiber_tt_2p/fiber_tt_2p.py with 2 random variables: few miliseconds
examples/fiber_po_8p/fiber_po_8p.py with 8 random variables: few seconds