UNICORN is a standalone uncertainty analysis software package. It is an old, but fully functioning application which was originally developed by the Technical University of Delft and is now maintained by Lighttwist Software.
The name of the package stands for ”UNcertainty analysis wIth CORrelatioNs” and its main focus is dependence modelling for high dimensional distributions. Random variables can be coupled using dependence trees or vines. An extended formula parser is available for defining the model output, as are a number of post-processing options such as report generation, graphical interpretations, conditioning and sensitivity analysis.
Download the latest installer (executable size 7.15 MB).