├── .github ├── ISSUE_TEMPLATE │ ├── bug_report.md │ ├── functionality_request.md │ └── usage_question.md └── workflows │ └── pipe.yml ├── .gitignore ├── .readthedocs.yaml ├── CHANGELOG.rst ├── CITATIONS.bib ├── CODE_OF_CONDUCT.md ├── CONTRIBUTING.rst ├── LICENSE.txt ├── MANIFEST.in ├── README.rst ├── chaospy ├── __init__.py ├── descriptives │ ├── __init__.py │ ├── conditional.py │ ├── correlation │ │ ├── __init__.py │ │ ├── auto_correlation.py │ │ ├── pearson.py │ │ └── spearman.py │ ├── covariance.py │ ├── expected.py │ ├── kurtosis.py │ ├── percentile.py │ ├── quantity_of_interest.py │ ├── sensitivity │ │ ├── __init__.py │ │ ├── main.py │ │ ├── main2.py │ │ └── total.py │ ├── skewness.py │ ├── standard_deviation.py │ └── variance.py ├── distributions │ ├── __init__.py │ ├── approximation.py │ ├── baseclass │ │ ├── __init__.py │ │ ├── copula.py │ │ ├── distribution.py │ │ ├── lower_upper.py │ │ ├── mean_covariance.py │ │ ├── operator.py │ │ ├── shift_scale.py │ │ ├── simple.py │ │ ├── slice_.py │ │ ├── user.py │ │ └── utils.py │ ├── collection │ │ ├── __init__.py │ │ ├── alpha.py │ │ ├── anglit.py │ │ ├── beta.py │ │ ├── binomial.py │ │ ├── bradford.py │ │ ├── burr.py │ │ ├── cauchy.py │ │ ├── chi.py │ │ ├── chi_squared.py │ │ ├── discrete_uniform.py │ │ ├── double_gamma.py │ │ ├── double_weibull.py │ │ ├── exponential_power.py │ │ ├── exponential_weibull.py │ │ ├── f.py │ │ ├── fatigue_life.py │ │ ├── fisk.py │ │ ├── folded_cauchy.py │ │ ├── folded_normal.py │ │ ├── frechet.py │ │ ├── gamma.py │ │ ├── generalized_exponential.py │ │ ├── generalized_extreme.py │ │ ├── generalized_gamma.py │ │ ├── generalized_half_logistic.py │ │ ├── gompertz.py │ │ ├── hyperbolic_secant.py │ │ ├── inverse_gamma.py │ │ ├── kumaraswamy.py │ │ ├── laplace.py │ │ ├── levy.py │ │ ├── log_gamma.py │ │ ├── log_laplace.py │ │ ├── log_normal.py │ │ ├── log_uniform.py │ │ ├── log_weibull.py │ │ ├── logistic.py │ │ ├── mielke.py │ │ ├── mv_log_normal.py │ │ ├── mv_normal.py │ │ ├── mv_student_t.py │ │ ├── nakagami.py │ │ ├── normal.py │ │ ├── pareto1.py │ │ ├── pareto2.py │ │ ├── power_log_normal.py │ │ ├── power_normal.py │ │ ├── reciprocal.py │ │ ├── student_t.py │ │ ├── triangle.py │ │ ├── trunc_exponential.py │ │ ├── trunc_normal.py │ │ ├── tukey_lambda.py │ │ ├── uniform.py │ │ ├── wald.py │ │ ├── weibull.py │ │ └── wrapped_cauchy.py │ ├── copulas │ │ ├── __init__.py │ │ ├── archimedean.py │ │ ├── clayton.py │ │ ├── gumbel.py │ │ ├── joe.py │ │ ├── nataf.py │ │ └── t_copula.py │ ├── kernel │ │ ├── __init__.py │ │ ├── baseclass.py │ │ ├── gaussian.py │ │ └── mixture.py │ ├── operators │ │ ├── __init__.py │ │ ├── addition.py │ │ ├── iid.py │ │ ├── joint.py │ │ ├── logarithm.py │ │ ├── multiply.py │ │ ├── negative.py │ │ ├── power.py │ │ └── truncation.py │ └── sampler │ │ ├── __init__.py │ │ ├── antithetic.py │ │ ├── generator.py │ │ ├── latin_hypercube.py │ │ └── sequences │ │ ├── __init__.py │ │ ├── additive_recursion.py │ │ ├── chebyshev.py │ │ ├── grid.py │ │ ├── halton.py │ │ ├── hammersley.py │ │ ├── korobov.py │ │ ├── primes.py │ │ ├── sobol.py │ │ ├── sobol_constants.py │ │ └── van_der_corput.py ├── expansion │ ├── __init__.py │ ├── chebyshev.py │ ├── cholesky.py │ ├── frontend.py │ ├── gegenbauer.py │ ├── gram_schmidt.py │ ├── hermite.py │ ├── jacobi.py │ ├── lagrange.py │ ├── laguerre.py │ ├── legendre.py │ └── stieltjes.py ├── external │ ├── __init__.py │ ├── openturns_.py │ └── scipy_stats.py ├── quadrature │ ├── __init__.py │ ├── chebyshev.py │ ├── clenshaw_curtis.py │ ├── discrete.py │ ├── fejer_1.py │ ├── fejer_2.py │ ├── frontend.py │ ├── gaussian.py │ ├── gegenbauer.py │ ├── genz_keister.py │ ├── grid.py │ ├── hermite.py │ ├── hypercube.py │ ├── jacobi.py │ ├── kronrod.py │ ├── laguerre.py │ ├── legendre.py │ ├── leja.py │ ├── lobatto.py │ ├── newton_cotes.py │ ├── patterson.py │ ├── radau.py │ ├── sparse_grid.py │ └── utils.py ├── recurrence │ ├── __init__.py │ ├── chebyshev.py │ ├── frontend.py │ ├── jacobi.py │ ├── lanczos.py │ └── stieltjes.py ├── regression.py ├── saltelli.py └── spectral.py ├── codecov.yml ├── conftest.py ├── docs ├── Makefile ├── _static │ ├── chaospy_logo.png │ ├── chaospy_logo.svg │ ├── chaospy_logo2.png │ └── chaospy_logo2.svg ├── _templates │ ├── distribution.rst │ └── ndpoly.rst ├── about_us.rst ├── bibliography.bib ├── conf.py ├── index.rst ├── reference │ ├── descriptive │ │ ├── index.rst │ │ ├── miscellaneous.rst │ │ ├── sensitivity_indices.rst │ │ └── statistical_moment.rst │ ├── distribution │ │ ├── advanced.rst │ │ ├── baseclass.rst │ │ ├── collection.rst │ │ ├── index.rst │ │ ├── operator.rst │ │ └── utils.rst │ ├── high_level_interface.rst │ ├── index.rst │ ├── polynomial │ │ ├── baseclass.rst │ │ ├── constructor.rst │ │ ├── helper_function.rst │ │ └── index.rst │ ├── quadrature │ │ └── index.rst │ ├── recurrence.rst │ └── sampling.rst ├── requirements.txt └── user_guide │ ├── advanced_topics │ ├── advanced_regression_method.ipynb │ ├── gaussian_mixture_model.ipynb │ ├── generalized_polynomial_chaos.ipynb │ ├── index.rst │ ├── kernel_density_estimation.ipynb │ ├── polynomial_chaos_kriging.ipynb │ ├── problem_formulation.py │ ├── seir_model.ipynb │ └── stochastic_dependencies.ipynb │ ├── fill_notebooks.sh │ ├── fundamentals │ ├── descriptive_statistics.ipynb │ ├── index.rst │ ├── probability_distributions.ipynb │ ├── problem_formulation.py │ ├── quadrature_integration.ipynb │ └── quasi_random_samples.ipynb │ ├── index.rst │ ├── main_usage │ ├── index.rst │ ├── intrusive_galerkin.ipynb │ ├── lagrange_polynomials.ipynb │ ├── monte_carlo_integration.ipynb │ ├── monte_carlo_integration.py │ ├── point_collocation.ipynb │ ├── problem_formulation.ipynb │ ├── problem_formulation.py │ ├── pseudo_spectral_projection.ipynb │ └── pseudo_spectral_projection.py │ ├── polynomial │ ├── comparison_operators.rst │ ├── index.rst │ ├── introduction.rst │ ├── numpy_functions.rst │ ├── orthogonality.ipynb │ ├── polynomial_division.rst │ ├── polynomial_evaluation.rst │ ├── polynomial_expansion.rst │ └── truncation_scheme.ipynb │ ├── quick_tutorial.ipynb │ └── zbibliography.rst ├── polychaos.md ├── pyproject.toml ├── requirements.txt ├── tasks.rst └── tests ├── conftest.py ├── distributions ├── collection │ ├── test_mv_normal.py │ └── test_triangle.py ├── conftest.py ├── copulas │ └── test_nataf.py ├── kernel │ └── test_gaussian_kde.py ├── operators │ ├── test_addition.py │ ├── test_multiply.py │ ├── test_operators.py │ └── test_truncation.py ├── test_1d_dependencies.py ├── test_2d_dependencies.py ├── test_approximation.py ├── test_arithmetics.py └── test_baseclass.py ├── poly └── test_numpoly.py ├── recurrence ├── conftest.py ├── test_quadrature_creation.py └── test_stieltjes_method.py ├── test_intrusive_galerkin.py ├── test_lagrange_polynomials.py ├── test_monte_carlo_integration.py ├── test_orthogonal_expansion.py ├── test_point_collocation.py ├── test_pseudo_spectral_projection.py ├── test_regression_models.py └── 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