This is very interesting code that uses Umbra v0.2-957, PostgreSQL 17.2, and DuckDB v1.1.3.
One minor point: some of the problems could not be implemented in DuckDB due to a missing xor operator - but the documentation includes an xor function (https://duckdb.org/docs/sql/functions/numeric.html#xorx-y) for the same version. Is the form of the function not suitable?
"PSA" can also be probabilistic sensitivity analysis. I do health economic evaluations for prostate cancer screening -- which leads to interesting ambiguities:).
The article references the SSJ Java package which is developed by the author and his colleagues. This provides implementations for many RNGs -- and some nice tools for simulations:
https://github.com/umontreal-simul/ssj
ErgoAI is as "an enterprise-level extension of the Flora-2 system" which was recently open-sourced: https://github.com/ErgoAI . It seems to be well documented.
One minor point: some of the problems could not be implemented in DuckDB due to a missing xor operator - but the documentation includes an xor function (https://duckdb.org/docs/sql/functions/numeric.html#xorx-y) for the same version. Is the form of the function not suitable?