Using Python for scientific computing: Efficient and flexible evaluation of the statistical characteristics of functions with multivariate random inputs

Abstract
This paper examines the feasibility of high-level Python based utilities for numerically intensive applications via an example of a multidimensional integration for the evaluation of the statistical characteristics of a random variable. We discuss the approaches to the implementation of mathematically formulated incremental expressions using high-level scripting code and low-level compiled code. Due to the dynamic typing of the Python language, components of the algorithm can be easily coded ...

Title of program: spirrid
Catalogue Id: AENL_v1_0

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

Versions of this program held in the CPC repository in Mendeley Data
AENL_v1_0; spirrid; 10.1016/j.cpc.2012.08.021

This program has been imported from the CPC Program Library held at Queen's University Belfast (1969-2018)