UncertaintyQuantification v0.9.0

Diff since v0.8.2

Merged pull requests:

• Get distribution parameters from mean and std (#116) (@FriesischScott)
• CompatHelper: add new compat entry for Statistics at version 1, (keep existing compat) (#139) (@github-actions[bot])
• Adds adaptive subset infinity, and subset simulation logging (#140) (@AnderGray)
• Add randomized QMC (#143) (@mlsuh)
• Allow for passing of different fdm methods (#147) (@FriesischScott)
• Fix (improve) unstable tests (#149) (@FriesischScott)
• Use native julia for solver tests (#151) (@FriesischScott)
• Fail demo action for untracked files (#157) (@FriesischScott)
• Return std instead of cov from reliability analysis (#158) (@FriesischScott)

Closed issues:

• Implement Important Sampling with Design Point (#46)
• Convenience methods for distributions from mean and standard deviation (#105)
• Allow passing of finite difference method for gradients and FORM (#106)
• Randomized quasi Monte Carlo (#122)
• Randomized QMC: tests (#144)
• Effect of transformations on QMC nets (#145)
• Unstable tests (#148)
• Include build scripts for c++ solvers in tests (#150)

UncertaintyQuantification v0.8.2

Diff since v0.8.1

Merged pull requests:

• Fix cov estimation with less samples in subsets >= 2 (#142) (@FriesischScott)

Closed issues:

• estimate_cov for subset and subset infinity sometimes returns complex number (#138)

UncertaintyQuantification v0.8.1

Diff since v0.8.0

Merged pull requests:

• Add importance sampling (#124) (@Cr0gan)
• CompatHelper: bump compat for StatsBase to 0.34, (keep existing compat) (#137) (@github-actions[bot])
• Fix bug in subset infinity (#141) (@FriesischScott)

UncertaintyQuantification v0.8.0

Diff since v0.7.2

Merged pull requests:

• Add Literate.jl for examples (#123) (@mlsuh)
• Add empirical distribution (#129) (@FriesischScott)
• Fix constraints for SubSetSimulation's proposal pdf (#132) (@andreaperin)
• CompatHelper: bump compat for FastGaussQuadrature to 1, (keep existing compat) (#133) (@github-actions[bot])
• Fix documenter build (#134) (@FriesischScott)

Closed issues:

• SubSet returns NaN cov for 1 rv (#130)

UncertaintyQuantification v0.7.2

Diff since v0.7.1

Merged pull requests:

• Fix mse for least squares PCE (#128) (@andreaperin)

UncertaintyQuantification v0.7.1

Diff since v0.7.0

Merged pull requests:

• Enable polynomial chaos with multiple models (#126) (@andreaperin)
• Fix map_from_bases for single rv (#127) (@FriesischScott)

UncertaintyQuantification v0.7.0

Diff since v0.6.2

Closed issues:

• Design of Experiments (#86)
• ExternalModel - Absolute Path is required (#120)

Merged pull requests:

• Add Design of Experiments (#93) (@mlsuh)
• CompatHelper: add new compat entry for DelimitedFiles at version 1, (keep existing compat) (#115) (@github-actions[bot])
• Add Getting Started section to documentation (#117) (@FriesischScott)
• CompatHelper: bump compat for QuasiMonteCarlo to 0.3 (#118) (@github-actions[bot])
• CompatHelper: bump compat for DynamicPolynomials to 0.5 (#119) (@github-actions[bot])
• Fix solver for relative workdir (#121) (@andreaperin)

UncertaintyQuantification v0.6.2

Diff since v0.6.1

Closed issues:

• CD back to the old pwd when the external solver fails (#109)
• Sobols Indices with multiple ExternalModel BUG (#113)

Merged pull requests:

• Improve mappings between physcial and standard normal space (#107) (@FriesischScott)
• Fix bug in poly chaos demo (#108) (@AnderGray)
• Update to Julia 1.9 (#110) (@FriesischScott)
• Properly cd back to pwd on solver error (#112) (@FriesischScott)
• Fix sobolindices for multiple external models (#114) (@FriesischScott)

UncertaintyQuantification v0.6.1

Diff since v0.6.0

Closed issues:

• Error when using FORM with external solver (#104)

Merged pull requests:

• CompatHelper: bump compat for Symbolics to 5, (keep existing compat) (#94) (@github-actions[bot])
• Replace Symbolics with recurrence formulas for PCE bases (#103) (@FriesischScott)

UncertaintyQuantification v0.6.0

Diff since v0.5.0

Merged pull requests:

• Update CI workflow (#101) (@FriesischScott)
• Improvements to the ExternalModel (#102) (@FriesischScott)