MonteCarloMeasurements.jl : Propagation of distributions by Monte-Carlo sampling: Real number types with uncertainty represented by particle clouds.
This package facilitates working with probability distributions by means of Monte-Carlo methods, in a way that allows for propagation of probability distributions through functions. This is useful for, e.g., nonlinear uncertainty propagation. A variable or parameter might be associated with uncertainty if it is measured or otherwise estimated from data. We provide two core types to represent proba
