Uncertainty Propagation

The two main Julia packages that provide uncertainty propagation are Measurements.jl and MontecarloMeasurements.jl.

The main difference is that Measurements.jl uses linear error propagation theory to propagate errors, while MonteCarloMeasurements.jl uses Monte-Carlo methods, in a way that allows for propagation of probability distributions through functions, allowing nonlinear uncertainty propagation.

This section is not yet written well. If you have used or developed Julia packages in this domain, we would love your help! Please visit the "Contributing" section of the repository that hosts this website for information on contributions.