compute_weight_update: Internal weight accumulation for Monte Carlo Importance...

In TesiproV: Reliability Analysis Methods for Structural Engineering

Internal weight accumulation for Monte Carlo Importance Sampling (System Case)

Description

Internal helper used by 'MC_IS_system()' to accumulate the importance sampling sums that are needed for the standard estimator

\hat{p}_f = \frac{1}{n}\sum_i I_i w_i, \qquad \widehat{\mathrm{Var}}(\hat{p}_f) = \frac{1}{n}\left(\frac{1}{n}\sum_i I_i w_i^2 - \hat{p}_f^2\right).

Both sums are accumulated in the log domain (log-sum-exp), so that very large or very small weights cannot overflow or underflow.

Usage

compute_weight_update(
  all_log_w,
  all_I_vals,
  stability_mode = NULL,
  sys_type = NULL,
  state
)

Arguments

all_log_w	Numeric vector of log-weights for the current batch.
all_I_vals	Numeric vector of failure indicators (0/1).
stability_mode, sys_type	Not used any more. Kept for compatibility of the call signature.
state	List containing the current accumulated sums: log_sum_Iw Log of the cumulative sum of the failure weights. log_sum_Iw2 Log of the cumulative sum of the squared failure weights. n_sim Total number of samples processed.

Details

This function is internal and not intended to be called directly by users.

Value

Updated 'state' list.

TesiproV documentation built on Oct. 28, 2026, 5:13 p.m.