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Tour Start here for a quick overview of the site Help Center Detailed answers to any questions you might have Meta Discuss the workings and policies of this site About Us Learn more about Stack Overflow the company Business Learn more about hiring http://stats.stackexchange.com/questions/5629/implementing-error-propagation developers or posting ads with us Cross Validated Questions Tags Users Badges Unanswered Ask Question _ Cross Validated is a question and answer site for people interested in statistics, machine learning, data analysis, data mining, and data visualization. Join them; it only takes a minute: Sign up Here's how it works: Anybody can ask a question Anybody can answer The best answers are voted up and rise to the top Implementing error propagation up vote 2 down vote favorite error propagation 1 Is there a software package that supports, or could support, through operator overloading or extensions, code such as the following; x = rand_arr(10) ; array 10 elements long y = rand_arr(10) z = x + y ; elemental addition (z[0]=x[0]+y[0];z[1]=x[1]+y[1],...) print z If the above, or something similar, is valid in this hypothetical language, does it also support, or could it support via operator overloading / custom classes / extensions / whatever, the following additional syntax: x.err[*] = 0.1 error propagation maple % a fixed error y.err = rand_arr(10) % a dynamic noisy error range z = x + y print z.err Or whatever the implementation dictates, but the point being that the error is tracked for me through the z = x+y without work on my part. I could imagine default support as per a standard (or customizable) function for +-/*e^ and log() operators, and support for extensions or hooks to add support for additional functions (system, and user) such as z = smooth(x,3) and z = my_func(x^2) This would be a nice feature for a language. Error Explanation There is a discussion of ERROR PROPAGATION here. For the error tracking, I'm assuming that x.err is the error associated with each measurement, in this case, a constant value of 0.1. y.err is similar, but each measurement is part of some noise. Given a standard definition of error propagation, such as the following: When adding x + y with errors dx and dy, the solution has error dx + dy Or in code z = x + y => dz = dx + dy I can add lines of code to track dz, but is there a language that supports, or could support, dz without me doing extra work? error-propagation share|improve this question edited Dec 21 '10 at 20:02 mbq 17.7k849103 asked Dec 19 '10 at 4:20 mankoff 1407 On the SO version of this question (whic