Software tools for imprecise probabilities

This page provides and gathers information about software tools related to imprecise probability theories (i.e. lower previsions, credal nets, Dempster-Shafer theory, possibility theory, ...).

Imprecise probability models and methods

LGVMMatlabyesyes Signal filtering Vacuous-Gaussian mixture yes
JNCC2Javayesyes Classification Credal Network yes
GL2UPython/C++yesyes Classification Credal Network yes
RAMAS Risk CalcN.A.nono Risk analysis Probabilistic/fuzzy arithmetic yes
DecideITN.A.noacad Multi-criteria decision aid yes
Evidential regressionMatlabyesyes Non-parametric regression Transferable Belief Model yes
Evidential K-NNMatlabyesyes Classification Transferable Belief Model yes
Evidential clusteringMatlabyesyes Clustering Transferable Belief Model yes
ImprobPython/C++yesyes General library Lower previsions yes
Evidential EM algorithmMatlabyesyes Learning Transferable Belief Model yes
ELVIRAJavayesyes Decision aid Graphical models yes
CBDOMatlabyesyes Optimisation Clouds yes
linLIRRyesyes Linear regression Liklihood Approach yes
imprProbEstRyesyes Model estimation Statistical learning yes
DSI ToolboxMatlabyesyes Uncertainty propagation Belief functions yes
PulcinellaCLispyesyes Propagation in graphical models Valuation systems yes
Weka-IPJavayesyes Classification with GUI Credal classification yes
IPP ToolboxRyesyes Uncertainty propagation Belief functions yes
Belief ToolboxMatlabyesyes Belief manipulation DST and DSmT yes
RefereeToolboxJavayesyes Belief merging Belief functions yes
EvCombRRyesyes Belief merging Belief functions and imprecise probabilities yes

Third-party implementation tools

LRSCyesyes Vertex enumeration Polyhedron yes
cdd/cdd+C/C++yesyes Vertex enumeration Polyhedron no
GSLC/C++yesyes Mathematical tools/routines General tools no
CVXOPTPythonyesyes Convex optimisation Optimisation no
lpsolveCyesyes Mixed Integer Linear Prog. Optimisation no
TBM-relatedMatlabyesyes Tools for belief functions Transferable Belief Model no
JaulinC++/Scilabyesyes Interval Analysis yes
KappalabRyesyes Set-function handling Capacities yes

Description and references

This section is maintained by Sebastien Destercke. If you want some information to be added (or corrected/deleted) on this page, please send him a mail (sdestercke_at_gmail_dot_com).

Last update August 1, 2014 | webmaster