OpenTURNS is a database and debugging tool that provides sparse polynomial chaos expansion, numpy type conversion, more efficient Sobol%27 indices computation, and bugfixes. It includes new distributions such as Burr and InverseNormal, new classes like BlendedStep and DualLinearCombination, and numerical math functions classes such as CharlierFactory and KrawtchoukFactory.
The most prominent features are the sparse polynomial chaos expansion, numpy type conversion, more efficient Sobol' indices computation, and a bunch of bugfixes from the previous version.
Sparse polynomial chaos expansion:
-LAR algorithm
-CorrectedLeaveOneOut cross-validation
-KFold cross-validation
New distributions:
-Burr
-InverseNormal
New classe:
-BlendedStep: proportional finite difference step
-DualLinearCombination NumericalMathFunctions classes
-CharlierFactory class, which provides orthonormal polynomials for the Poisson distribution.
-KrawtchoukFactory class, which provides orthonormal polynomials for the Binomial distribution.
Enhancements:
-Added the DrawKendallPlot() method to the VisualTest class.
-SensitivityAnalysis uses efficient Saltelli's algorith implementation without relying on R-sensitivity
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