Uncertainty propagation with functionally correlated quantities

TL;DR

This paper reviews strategies for propagating uncertainty among functionally correlated quantities and introduces a Julia software package, Measurements.jl, that supports this feature along with advanced mathematical operations.

Contribution

The paper presents a new Julia package, Measurements.jl, capable of handling uncertainty propagation with functional correlations, enhancing existing tools.

Findings

Supports real and complex numbers with uncertainty

Enables arbitrary-precision calculations

Handles mathematical and linear algebra operations

Abstract

Many uncertainty propagation software exist, written in different programming languages, but not all of them are able to handle functional correlation between quantities. In this paper we review one strategy to deal with uncertainty propagation of quantities that are functionally correlated, and introduce a new software offering this feature: the Julia package Measurements.jl. It supports real and complex numbers with uncertainty, arbitrary-precision calculations, mathematical and linear algebra operations with matrices and arrays.