python-uncertainties

Python module for calculations with uncertainties
  http://packages.python.org/uncertainties/
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Uncertainties is a Python module, which allows calculations such as

(0.2 +/- 0.01) * 2 = 0.4 +/- 0.02
to be performed transparently; much more complex mathematical expressions involving numbers with uncertainties can also be evaluated transparently.

Correlations between expressions are correctly taken into account; x-x is thus exactly zero, for instance. The uncertainties produced by this module are what is predicted by error propagation theory.