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Uncertainty propagation and global sensitivity analysis for computational economic models

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I prefer true but imperfect knowledge, even if it leaves much undetermined and unpredictable, to a pretence of exact knowledge that is likely to be false.

-- Friedrich von Hayek, Nobel Prize Lecture

econsa is an open-source package for economists that facilitates the sound analysis of computational economic models. It offers suitable methods for uncertainty propagation and global sensitivity analysis. Please visit our online documentation for details.

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Uncertainty propagation and global sensitivity analysis for computational economic models

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