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Error Propagation

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02 Feb 2012 (Updated )

Numerically calculates uncertainties of a function using random numbers to simulate function inputs

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Description

Numerically calculates uncertainties for a function where the variables' means and uncertainties are given.

Arguments are i) function (either an inline function or proper m-file), ii) the mean values for each variable and iii) the uncertainties for each variable.

If requested, also shows a histogram plot.

Also gives skew and kurtosis values

Required Products MATLAB
MATLAB release MATLAB 5.2 (R10)
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Comments and Ratings (3)
15 Oct 2014 Vali

Sorry for spamming, but if I do this:

func = @(x1,x2) x1.*x2;
[~, sig_f] =error_propagation( func, 1,1,0.5,0.5, 'hist')

I get sig_f = 0.7513, but it should be sqrt(0.5), am I doing something wrong?

15 Oct 2014 Vali

Why is it that if I run this function with the same parameters it gives me slightly different values, each time I run it?
Otherwise great function!

09 Oct 2012 Kresten  
Updates
05 Feb 2013

Updated the script to make inputs more intuitive.

07 Feb 2013

bug fixes

17 Jun 2013

typo in line 74.

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