Title: PREP and SPOP Utilities. Two Fortran Programs for Sample Preparation, Uncertainty Analysis and Sensitivity Analysis in Monte Carlo Simulation. Programs Description and User's Guide
Authors: SALTELLI Andrea
Publisher: European Commission
Publication Year: 1987
JRC Publication N°: JRC4838
Other Identifiers: EUR 11034 EN
URI: http://publications.jrc.ec.europa.eu/repository/handle/JRC4838
Type: EUR - Scientific and Technical Research Reports
Abstract: THE TWO SHORT COMPUTER PROGRAMS PRESENTED IN THIS NOTE TAKLE THE PROBLEM OF ANALYSING MODEL OUTPUT UNCERTAINTY AND MODEL SENSITIVITIES. THE PREP PROGRAM (DATA PRE PROCESSING UNIT) PREPARES THE SAMPLE FOR A MONTECARLO SIMULATION USING THE DISTRIBUTION FUNCTIONS OF THE INPUT VARIABLES. THE USER IS ALLOWED TO SPECIFY ANY DEGREE OF CORRELATION AMONG THE VARIABLES. ONCE THE SAMPLE HAS BEEN GENERATED (WITH PREP) AND THE MONTECARLO SIMULATION HAS BEEN PERFORMED (WITH A USER SUPPLIED MODEL) THE UTILITY SPOP (STATISTICAL POST PROCESSING UNIT) COMES INTO USE, PERFORMING UNCERTAINTY ANALYSIS AND SENSITIVITY ANALYSIS ON THE MODEL OUTPUTS. AN EXAMPLE OF APPLICATION OF BOTH PREP AND SPOP IS GIVEN TOGETHER WITH A DESCRIPTION OF THE TWO PROGRAMS. THE THEORETICAL BASIS OF THE VARIOUS TESTS ARE ALSO SHORTLY RECALLED.
JRC Institute:Joint Research Centre Historical Collection

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