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Epc: error-propagating calculator
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Epc is an error-propagating calculator, designed to help you evaluate formulas that are based on uncertain quantities. For example, the input
    $x = 10 +- 1;
    calculate 2 * $x;
produces an indication that the result is 20 +- 2, as expected, while the input
    $pi = 3.14159 +- 1;
    calculate sin($pi/2);
tells you something that might be harder for you to calculate yourself, i.e. that the error bar ranges from 0.78 to 1.0.

In trying to get the gist of what epc provides, note that traditional estimates of error bars have difficulty with the sin function, which cannot exceed 1. Also, note that the lower-limit on the error bar on sin(x) is not the same as the sin of the lower limit on x.)

Epc works by monte-carlo calculations of a given formulae, randomly perturbing parameters with a distribution matched to the error bars. The estimate of the result derives from analysis of the probability density function of the results of the trial calculations. For details of how epc works, and how to use it, see the online manual.

Epc is written in Perl, although if it becomes more popular, it might be rewritten as a compiled application, which would make it 1 or 2 orders of magnitude faster.


Copyright © 2002 by Dan Kelley
This material may be distributed only subject to the terms and conditions set forth in the GNU Publication License
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